이자율 기간구조 도출을 위한 단일요인모형 모수편의 수정에 관한 연구 : vasicek과 Cox, Ingersoll and Ross 모형에 응용A study on bias correction method applied in single factor models of interest rate term structure
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 전덕빈 | - |
| dc.contributor.advisor | Jun, Duk-Bin | - |
| dc.contributor.author | 문영섭 | - |
| dc.contributor.author | Moon, Young-Sup | - |
| dc.date.accessioned | 2011-12-27T04:39:13Z | - |
| dc.date.available | 2011-12-27T04:39:13Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173783&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53708 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2002.2, [ v, 54 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 편의수정 | - |
| dc.subject | 단일요인모형 | - |
| dc.subject | 모수편의 | - |
| dc.subject | 이자율 기간구조 | - |
| dc.subject | estimation bias | - |
| dc.subject | term structure | - |
| dc.subject | single factor model | - |
| dc.subject | bias correction | - |
| dc.title | 이자율 기간구조 도출을 위한 단일요인모형 모수편의 수정에 관한 연구 : vasicek과 Cox, Ingersoll and Ross 모형에 응용 | - |
| dc.title.alternative | A study on bias correction method applied in single factor models of interest rate term structure | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173783/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 020003181 | - |
| dc.contributor.localauthor | 전덕빈 | - |
| dc.contributor.localauthor | Jun, Duk-Bin | - |
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