구조화채권의 가격산정 방법에 관한 실증연구 : Callable flipper bond를 중심으로An empirical study on valuation of callable flipper bond
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181443/325007 / 020013852
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iv, 53 p ]
- Keywords
무차익거래 모형; 모수추정; 구조화채권; Hull-White; interest rate option; interest rate tree; parameter estimation; callable bond; 이자율 옵션; 이자율수형도
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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