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물가연동부채권 가격결정모형
(A) pricing model for inflation-indexed bonds

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Authors
김상수
Advisor
안동현
Issue Date
2008
Publisher
서울대학교 대학원
Keywords
물가연동부채권Inflation-indexed Bonds다요인 Vasicek 모형Multi-factor Vasicek modelJGBiJGBi주성분분석(PCA)PCA기대인플레이션율Expected inflation rates피셔가설Fisher 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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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Ph.D. / Sc.D._경제학부)
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