Publications
Detailed Information
Approximately arbitrage-free term structure models : 근사적 무차익 이자율 모형
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 이자율의 기간구조 ; The term structure of interest rates ; HJM모형 ; HJM model ; 근사 ; multi-factormodel ; 다항식 모형 ; approximate arbitrage free ; 근사모형 ; orthogonal polynomial models ; L2근사모형 ; spline mod-els ; 스플라인 모형 ; interporation models.
- Description
- Thesis(doctoral)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052158
https://hdl.handle.net/10371/19882
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.