SHERP

Computation of the default probability by using the first hitting time of a Brownian motion in the KMV model

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Authors
최윤경
Advisor
최형인
Issue Date
2000
Publisher
서울대학교 대학원
Description
Thesis (master`s)--서울대학교 대학원 :수학과,2000.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000069822

http://hdl.handle.net/10371/37371
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Master's Degree_수리과학부)
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