String market 모형을 이용한 한국 이자율 파생상품 시장의 고찰An empirical study on Korean interest rate derivatives using a string market model

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dc.contributor.advisor강장구-
dc.contributor.advisorKang, Jang-Koo-
dc.contributor.author이명환-
dc.contributor.authorLee, Myung-Hwan-
dc.date.accessioned2011-12-27T01:36:55Z-
dc.date.available2011-12-27T01:36:55Z-
dc.date.issued2004-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238562&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52460-
dc.description학위논문(석사) - 한국과학기술원 : 경영공학전공, 2004.2, [ iv, 56 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject캡과 스왑션-
dc.subject한국 이자율 파생상품 시장의 고찰-
dc.subject스트링 마켓 모형-
dc.subjectSTRING MARKET MODEL-
dc.subjectCAPS AND SWAPTIONS-
dc.subjectKOREAN INTEREST RATE DERIVATIVES-
dc.titleString market 모형을 이용한 한국 이자율 파생상품 시장의 고찰-
dc.title.alternativeAn empirical study on Korean interest rate derivatives using a string market model-
dc.typeThesis(Master)-
dc.identifier.CNRN238562/325007 -
dc.description.department한국과학기술원 : 경영공학전공, -
dc.identifier.uid020013412-
dc.contributor.localauthor강장구-
dc.contributor.localauthorKang, Jang-Koo-
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