이자율 기간구조 도출을 위한 단일요인모형 모수편의 수정에 관한 연구 : vasicek과 Cox, Ingersoll and Ross 모형에 응용A study on bias correction method applied in single factor models of interest rate term structure
- Advisors
- 전덕빈researcher; Jun, Duk-Binresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- 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
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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