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이요인 이자율기간구조모형을 이용한 이자율파생상품 가격결정 : Pricing interest rate derivatives using two factor short rate model
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- Authors
- Advisor
- 안동현
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- 이자율기간구조 ; term structure ; two factor model ; two factor model ; CMS ; CMS ; LSM ; LSM ; Bermudan option ; Bermudan option ; 몬테카를로 시뮬레이션 ; Monte Carlo simulation
- Description
- 학위논문(석사)--서울대학교 대학원 :경제학부 경제학전공,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045499
https://hdl.handle.net/10371/27601
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