Publications
Detailed Information
(A)Monte Carlo approach to Target Redemption Notes : Target Redemption Note에 대한 몬테카를로 접근
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- Target Redemption Note ; Target Redemption Note ; 리보 시장 모델 ; LIBOR Market Model ; BGM 모델 ; Brace-Gatarek-Musiela Model ; 몬테카를로 방법 ; Monte Carlo Simulation
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050683
https://hdl.handle.net/10371/19888
- 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.