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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
조승현
Advisor
노재선
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
실물Commodity파생결합증권DLSGMMGMMMonte Carlo SimulationCKLS Stochastic ProcessCKLS 확률과정Monte 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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College of Agriculture and Life Sciences (농업생명과학대학)Dept. of Agricultural Economics and Rural Development (농경제사회학부)Theses (Master's Degree_농경제사회학부)
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