구조화채권의 가격산정 방법에 관한 실증연구 : Callable flipper bond를 중심으로An empirical study on valuation of callable flipper bond

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Advisors
변석준researcher석승훈researcher김인준researcherByun, Suk-Joonresearcher
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

URI
http://hdl.handle.net/10203/52175
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181443&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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