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

DC Field Value Language
dc.contributor.advisor최형인-
dc.contributor.author최윤경-
dc.date.accessioned2010-01-19T01:52:52Z-
dc.date.available2010-01-19T01:52:52Z-
dc.date.copyright2000.-
dc.date.issued2000-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000069822eng
dc.identifier.urihttps://hdl.handle.net/10371/37371-
dc.descriptionThesis (master`s)--서울대학교 대학원 :수학과,2000.en
dc.format.extent16 p.en
dc.language.isoenen
dc.publisher서울대학교 대학원en
dc.titleComputation of the default probability by using the first hitting time of a Brownian motion in the KMV modelen
dc.typeThesis-
dc.contributor.department수학과-
dc.description.degreeMasteren
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