국채선물 가격결정에 관한 실증연구 : 변동성을 고려한 hull and white 모형을 중심으로An empirical study on the pricing of KTB futures using hull and white model based on volatility
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238613/325007 / 020023793
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 55 p. ]
- Keywords
국채선물; 국채선물 가격결정; KTB FUTURES
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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