Yield curve 리스크 관리에 대한 연구 : 주성분분석 및 KRD 모형 중심으로A study on the yield curve risk management : using the principal components model and the key rate duration model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 강장구 | - |
| dc.contributor.advisor | Kang, Jang-Koo | - |
| dc.contributor.author | 이우성 | - |
| dc.contributor.author | Lee, Wu-Seong | - |
| dc.date.accessioned | 2011-12-26T08:38:37Z | - |
| dc.date.available | 2011-12-26T08:38:37Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238618&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52203 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ vi, 37 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 주성분분석 | - |
| dc.subject | 이자율 위험 | - |
| dc.subject | 수익률 곡선 | - |
| dc.subject | 듀레이션 | - |
| dc.subject | 키 레이트 듀레이션 | - |
| dc.subject | KEY RATE DURATION | - |
| dc.subject | PRINCIPAL COMPONENT ANALYSIS | - |
| dc.subject | INTEREST RATE RISK | - |
| dc.subject | YIELD CURVE RISK | - |
| dc.subject | DURATION | - |
| dc.title | Yield curve 리스크 관리에 대한 연구 | - |
| dc.title.alternative | A study on the yield curve risk management : using the principal components model and the key rate duration model | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238618/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023812 | - |
| dc.contributor.localauthor | 강장구 | - |
| dc.contributor.localauthor | Kang, Jang-Koo | - |
| dc.title.subtitle | 주성분분석 및 KRD 모형 중심으로 | - |
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