이자율기간구조를 이용한 신종금리연계채권 개발에 대한 연구 : steepener 상품을 중심으로Design for new type of interest rate linked note using interest rate term structure focusing on steepener products

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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author이용혁-
dc.contributor.authorLee, Young-Hyuck-
dc.date.accessioned2011-12-26T08:41:02Z-
dc.date.available2011-12-26T08:41:02Z-
dc.date.issued2007-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=262168&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52344-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2007.2, [ v, 65 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject블랙더만토이 모형-
dc.subject이자율파생상품-
dc.subject구조화채권-
dc.subject금리기간구조-
dc.subject신종금리연계채권-
dc.subjectBDT model-
dc.subjectinterest rate derivatives-
dc.subjectstructured note-
dc.subjectinterest rate term structure-
dc.title이자율기간구조를 이용한 신종금리연계채권 개발에 대한 연구-
dc.title.alternativeDesign for new type of interest rate linked note using interest rate term structure focusing on steepener products-
dc.typeThesis(Master)-
dc.identifier.CNRN262168/325007 -
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid020053854-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
dc.title.subtitlesteepener 상품을 중심으로-
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KGSF-Theses_Master(석사논문)
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