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이자율기간구조의 추정 및 예측 : Vasicek-Fong모형 및 Nelson-Siegel모형과 그 확장모형들 : Estimating and forecasting the term structure of interest rates : Vasicek-Fong model, Nelson-Siegel model and extensions of Nelson-Siegel model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최병선 | - |
| dc.contributor.author | 박정호 | - |
| dc.date.accessioned | 2010-01-07 | - |
| dc.date.available | 2010-01-07 | - |
| dc.date.copyright | 2009. | - |
| dc.date.issued | 2009 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036449 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/27341 | - |
| dc.description | 학위논문(석사) --서울대학교 대학원 :경제학부,2009.2. | ko |
| dc.format.extent | iv, 31 장 | ko |
| dc.language.iso | ko | ko |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | 이자율기간구조 | ko |
| dc.subject | Term structure of interest rates | ko |
| dc.subject | Vasicek-Fong모형 | ko |
| dc.subject | Vasicek-Fong | ko |
| dc.subject | Nelson-Siegel모형 | ko |
| dc.subject | Nelson-Sigel | ko |
| dc.subject | Bliss모형 | ko |
| dc.subject | Svensson | ko |
| dc.subject | Svensson모형 | ko |
| dc.subject | Estimating | ko |
| dc.subject | 조정된 Svensson모형 | ko |
| dc.subject | Forecasting | ko |
| dc.title | 이자율기간구조의 추정 및 예측 : Vasicek-Fong모형 및 Nelson-Siegel모형과 그 확장모형들 | ko |
| dc.title.alternative | Estimating and forecasting the term structure of interest rates : Vasicek-Fong model, Nelson-Siegel model and extensions of Nelson-Siegel model | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 경제학부 | - |
| dc.description.degree | Master | ko |
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