No-arbitrage모형을 이용한 이자율 옵션 가격결정에 관한 연구 = A study on the interest rate options pricing using no-arbitrage models

Advisors
김인준researcherKim, In-Joonresearcher
Publisher
한국과학기술원
Issue Date
1998
Identifier
135241/325007 / 000963738
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ 49 p. ]

Keywords

변동성; 옵션; 채권; 회귀속도; 이자율

URI
http://hdl.handle.net/10203/54002
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=135241&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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