이자율 기간구조 모형에 대한 이론적 분석 및 실증적 평가 : Vasicek 모형과 Cox-Ingersoll-Ross 모형을 중심으로A theoretical analysis and empirical test of interest rate term structure models : focusing on Vasicek and Cox-Ingersoll-Ross models
- Advisors
- 전덕빈researcher; Jun, Duk-Binresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135232/325007 / 000963723
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ [iii], 43 p. ]
- Keywords
주요인 분석; 추계적 할인요소; Cox-Ingersoll-Ross 모형; Vasicek 모형; 일반화된 적률방법; Generalized method of moment; Principal component analysis; Stochastic discount factor; Cox-Ingersoll-Ross model; Vasicek model
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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