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물가연동부채권 가격결정모형 : (A) pricing model for inflation-indexed bonds
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- Authors
- Advisor
- 안동현
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 물가연동부채권 ; Inflation-indexed Bonds ; 다요인 Vasicek 모형 ; Multi-factor Vasicek model ; JGBi ; JGBi ; 주성분분석(PCA) ; PCA ; 기대인플레이션율 ; Expected inflation rates ; 피셔가설 ; Fisher Hypothesis
- Description
- 학위논문(박사) --서울대학교 대학원 :경제학부,2008.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000039323
https://hdl.handle.net/10371/21397
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