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실물연계증권의 가치 평가 : CKLS모형과 시뮬레이션을 중심으로 : (An)Estimation of commodity linked securities prices : using the CKLS model and simulation
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- Authors
- Advisor
- 노재선
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- 실물 ; Commodity ; 파생결합증권 ; DLS ; GMM ; GMM ; Monte Carlo Simulation ; CKLS Stochastic Process ; CKLS 확률과정 ; Monte Carlo Simulation
- Description
- 학위논문(석사)--서울대학교 대학원 :농경제사회학부 농경제학전공,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045868
https://hdl.handle.net/10371/24560
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