2요인 CIR모형을 이용한 이자율 기간구조 측정 및 이자율 예측을 통한 국채 trading의 실효성에 관한 실증분석An empirical analysis on the term structure of interest rates and validity of KTB (Korea Treasury Bond) strategy using extended two-factors CIR model
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238619/325007 / 020023813
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iv, 40 p. ]
- Keywords
국채 거래; KTB TRADING; CIR 2 FACTORS MODEL
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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