신용 디폴트 스왑 옵션의 가격결정에 관한 사례 연구 : hull and white 방법론을 중심으로A case study on the valuation of credit default swap pptions : using hull and white methodology

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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author공형철-
dc.contributor.authorKong, Hyung-Chul-
dc.date.accessioned2011-12-26T08:38:13Z-
dc.date.available2011-12-26T08:38:13Z-
dc.date.issued2004-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238594&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52179-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 77 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject사례 연구-
dc.subject가격결정-
dc.subject신용 디폴트 스왑 옵션-
dc.subject헐-화이트 방법론-
dc.subjectHULL AND WHITE METHODOLOGY-
dc.subjectCASE STUDY-
dc.subjectVALUATION-
dc.subjectCREDIT DEFAULT SWAP OPTIONS-
dc.title신용 디폴트 스왑 옵션의 가격결정에 관한 사례 연구 : hull and white 방법론을 중심으로-
dc.title.alternativeA case study on the valuation of credit default swap pptions : using hull and white methodology-
dc.typeThesis(Master)-
dc.identifier.CNRN238594/325007 -
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid020023682-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
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KGSF-Theses_Master(석사논문)
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