Black 모형과 금리선도계약(FRA) 모형을 이용한 금리스왑과 칼라의 가격 비교 연구A comparative study on the prices of interest rate swap and collar by the black model and FRA(Rorward Rate Agreement) model
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135233/325007 / 000963727
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ v, 66 p. ]
- Keywords
블랙; 칼라; 스왑; 선도금리계약; FRA; Black; Collar; SwpP
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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