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Financial models and products of commodity futures : 상품 선물 모형 연구 및 결과
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- Authors
- Advisor
- 최형인
- Major
- 수리과학부
- Issue Date
- 2011-08
- Publisher
- 서울대학교 대학원
- Keywords
- 상품선물 ; 편익비율 ; 콘탱고 ; 백워데이션 ; 강도 ; 교환옵션 ; 상품지수 ; 롤오버 ; Commodity Futures ; Convenience Yield ; Contango ; Backwardation ; Intensity ; Exchange Option ; Commodity Index ; Rollover
- Description
- 학위논문 (박사)-- 서울대학교 대학원 : 수리과학부, 2011.8. 최형인.
- Language
- eng
- URI
- https://hdl.handle.net/10371/158741
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