CIR 이자율 모형하에서의 주가연계채권의 가격평가An empirical study of pricing equity linked note using the cox-ingersoll-ross model

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dc.contributor.advisor강장구-
dc.contributor.advisorKang, Jang-Koo-
dc.contributor.author박상신-
dc.contributor.authorPark, Sang-Shin-
dc.date.accessioned2011-12-26T08:38:26Z-
dc.date.available2011-12-26T08:38:26Z-
dc.date.issued2004-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238607&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52192-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iii, 33 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subjectCIR모형-
dc.subject주가연계증권-
dc.subject주가연계채권-
dc.subjectCOX-INGERSOLL-ROSS-
dc.subjectELS-
dc.subjectEQUITY LINKED NOTE-
dc.titleCIR 이자율 모형하에서의 주가연계채권의 가격평가-
dc.title.alternativeAn empirical study of pricing equity linked note using the cox-ingersoll-ross model-
dc.typeThesis(Master)-
dc.identifier.CNRN238607/325007 -
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid020023745-
dc.contributor.localauthor강장구-
dc.contributor.localauthorKang, Jang-Koo-
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KGSF-Theses_Master(석사논문)
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