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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 전덕빈 | - |
| dc.contributor.advisor | Jun, Duk-Bin | - |
| dc.contributor.author | 전상욱 | - |
| dc.contributor.author | Chun, Sang-Wook | - |
| dc.date.accessioned | 2011-12-27T04:44:03Z | - |
| dc.date.available | 2011-12-27T04:44:03Z | - |
| dc.date.issued | 1998 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=135232&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53994 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ [iii], 43 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 주요인 분석 | - |
| dc.subject | 추계적 할인요소 | - |
| dc.subject | Cox-Ingersoll-Ross 모형 | - |
| dc.subject | Vasicek 모형 | - |
| dc.subject | 일반화된 적률방법 | - |
| dc.subject | Generalized method of moment | - |
| dc.subject | Principal component analysis | - |
| dc.subject | Stochastic discount factor | - |
| dc.subject | Cox-Ingersoll-Ross model | - |
| dc.subject | Vasicek model | - |
| dc.title | 이자율 기간구조 모형에 대한 이론적 분석 및 실증적 평가 | - |
| dc.title.alternative | A theoretical analysis and empirical test of interest rate term structure models : focusing on Vasicek and Cox-Ingersoll-Ross models | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 135232/325007 | - |
| dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
| dc.identifier.uid | 000963723 | - |
| dc.contributor.localauthor | 전덕빈 | - |
| dc.contributor.localauthor | Jun, Duk-Bin | - |
| dc.title.subtitle | Vasicek 모형과 Cox-Ingersoll-Ross 모형을 중심으로 | - |
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- KGSM-Theses_Master(석사논문)
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