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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
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- Authors
- Advisor
- 최병선
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- 이자율기간구조 ; Term structure of interest rates ; Vasicek-Fong모형 ; Vasicek-Fong ; Nelson-Siegel모형 ; Nelson-Sigel ; Bliss모형 ; Svensson ; Svensson모형 ; Estimating ; 조정된 Svensson모형 ; Forecasting
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부,2009.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036449
https://hdl.handle.net/10371/27341
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