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(A)New approach to multi-factor term structure models : 다요인 이자율 모형에 대한 새로운 접근 방법
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 최윤경 | - |
| dc.date.accessioned | 2009-12-14T04:55:02Z | - |
| dc.date.available | 2009-12-14T04:55:02Z | - |
| dc.date.copyright | 2004. | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000055072 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20414 | - |
| dc.description | Thesis (doctoral)--서울대학교 대학원 :수리과학부,2004. | en |
| dc.format.extent | v, 54 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | The term structure of interest rates | en |
| dc.subject | HJM model | en |
| dc.subject | multi-factor model | en |
| dc.subject | approximation | en |
| dc.subject | interpolation polynomial models | en |
| dc.title | (A)New approach to multi-factor term structure models | en |
| dc.title.alternative | 다요인 이자율 모형에 대한 새로운 접근 방법 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Doctor | en |
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