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Finite dimensional term structure model with jump : 유한 차원 기간 구조 점프 모형

DC Field Value Language
dc.contributor.advisor최형인-
dc.contributor.author김경범-
dc.date.accessioned2009-12-11T02:00:23Z-
dc.date.available2009-12-11T02:00:23Z-
dc.date.copyright2008.-
dc.date.issued2008-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041409eng
dc.identifier.urihttps://hdl.handle.net/10371/19880-
dc.descriptionThesis(doctors) --서울대학교 대학원 :수리과학부,2008.8.en
dc.format.extentiv, 103 leaves.en
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subject기간구조 모형en
dc.subjectTerm structure modelen
dc.subjectHJM 모형en
dc.subjectHJM modelen
dc.subject다요인 모형en
dc.subjectmulti-factor modelen
dc.subject근사적 위험 중립성en
dc.subjectapproximate risk neutralityen
dc.subject라이보마켓 모형en
dc.subjectLIBOR market modelen
dc.subjectLFMen
dc.subjectLFMen
dc.subjectLSMen
dc.subjectLSMen
dc.subject캡en
dc.subjectcapleten
dc.subject캐플릿en
dc.subjectswaptionen
dc.subject스왑션en
dc.subjectstress testen
dc.subject스트레스 테스트en
dc.subjectcalibration methoden
dc.subject교정 방법en
dc.subjectmodelerroren
dc.subject모델 오차en
dc.subjectlogarithmic bond price erroren
dc.subject로가리듬 채권 가격 오차en
dc.subjectcovariance surfaceen
dc.subject공분산 곡면en
dc.subjectbasisen
dc.subject베이시스en
dc.titleFinite dimensional term structure model with jumpen
dc.title.alternative유한 차원 기간 구조 점프 모형en
dc.typeThesis-
dc.contributor.department수리과학부-
dc.description.degreeDoctoren
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