최우추정법을 이용한 이자율 기간구조 측정 및 채권운용전략-다요인 Cox-ingersoll-ross 모형을 중심으로Maximum likelihood estimation for a multifactor term structure model of interest rates and strategy: a multifactor equilibrium Cox-Ingersoll-ross model
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2001
- Identifier
- 166546/325007 / 000993709
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ v, 36 p. ]
- Keywords
이자율 기간구조; parameters; equilibrium model; Maximum Liklihood Estimation; Term Structure; Cox-Ingersoll-Ross; 모수; 최우추정법; 이자율 균형모형; 채권운용전략
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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