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HJM모델을 이용한 한·미·일 단기금리지표의 비교 연구 : (A) comparative study of market benchmark short term interest rates in Korea, U.S., and Japan through HJM Model
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- Authors
- Advisor
- 최병선
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- 단기이자율 ; short term interest rate ; 이자율 변동성 ; volatility of interest rate ; HJM모델 ; HJM model ; 양도성예금증서 ; CD ; KORIBOR
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공),2009.8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000038508
https://hdl.handle.net/10371/27555
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