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Approximately arbitrage-free term structure models : 근사적 무차익 이자율 모형
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 최형인 | - |
dc.contributor.author | 백희정 | - |
dc.date.accessioned | 2009-12-11T02:01:10Z | - |
dc.date.available | 2009-12-11T02:01:10Z | - |
dc.date.copyright | 2005. | - |
dc.date.issued | 2005 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000052158 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/19882 | - |
dc.description | Thesis(doctoral)--서울대학교 대학원 :수리과학부,2005. | en |
dc.format.extent | ii, 70 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 이자율의 기간구조 | en |
dc.subject | The term structure of interest rates | en |
dc.subject | HJM모형 | en |
dc.subject | HJM model | en |
dc.subject | 근사 | en |
dc.subject | multi-factormodel | en |
dc.subject | 다항식 모형 | en |
dc.subject | approximate arbitrage free | en |
dc.subject | 근사모형 | en |
dc.subject | orthogonal polynomial models | en |
dc.subject | L2근사모형 | en |
dc.subject | spline mod-els | en |
dc.subject | 스플라인 모형 | en |
dc.subject | interporation models. | en |
dc.title | Approximately arbitrage-free term structure models | en |
dc.title.alternative | 근사적 무차익 이자율 모형 | en |
dc.type | Thesis | - |
dc.contributor.department | 수리과학부 | - |
dc.description.degree | Doctor | en |
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