이자율 기간구조 도출을 위한 단일요인모형 모수편의 수정에 관한 연구 : vasicek과 Cox, Ingersoll and Ross 모형에 응용 = A study on bias correction method applied in single factor models of interest rate term structure vasicek과 Cox, Ingersoll and Ross 모형에 응용

Advisors
전덕빈researcherJun, Duk-Binresearcher
Publisher
한국과학기술원
Issue Date
2002
Identifier
173783/325007 / 020003181
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2002.2, [ v, 54 p. ]

Keywords

편의수정; 단일요인모형; 모수편의; 이자율 기간구조; estimation bias; term structure; single factor model; bias correction

URI
http://hdl.handle.net/10203/53708
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173783&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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