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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 이윤근 | - |
| dc.contributor.author | Lee, Yun-Keun | - |
| dc.date.accessioned | 2011-12-26T08:38:38Z | - |
| dc.date.available | 2011-12-26T08:38:38Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238619&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52204 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iv, 40 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 국채 거래 | - |
| dc.subject | KTB TRADING | - |
| dc.subject | CIR 2 FACTORS MODEL | - |
| dc.title | 2요인 CIR모형을 이용한 이자율 기간구조 측정 및 이자율 예측을 통한 국채 trading의 실효성에 관한 실증분석 | - |
| dc.title.alternative | An empirical analysis on the term structure of interest rates and validity of KTB (Korea Treasury Bond) strategy using extended two-factors CIR model | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238619/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023813 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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- KGSF-Theses_Master(석사논문)
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