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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

DC Field Value Language
dc.contributor.advisor최병선-
dc.contributor.author송영찬-
dc.date.accessioned2010-01-07T01:09:27Z-
dc.date.available2010-01-07T01:09:27Z-
dc.date.copyright2009.-
dc.date.issued2009-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000038508kor
dc.identifier.urihttps://hdl.handle.net/10371/27555-
dc.description학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공),2009.8.ko
dc.format.extent48장ko
dc.language.isokoko
dc.publisher서울대학교 대학원ko
dc.subject단기이자율ko
dc.subjectshort term interest rateko
dc.subject이자율 변동성ko
dc.subjectvolatility of interest rateko
dc.subjectHJM모델ko
dc.subjectHJM modelko
dc.subject양도성예금증서ko
dc.subjectCDko
dc.subjectKORIBORko
dc.titleHJM모델을 이용한 한·미·일 단기금리지표의 비교 연구ko
dc.title.alternative(A) comparative study of market benchmark short term interest rates in Korea, U.S., and Japan through HJM Modelko
dc.typeThesis-
dc.contributor.department경제학부(경제학전공)-
dc.description.degreeMasterko
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