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실물연계증권의 가치 평가 : CKLS모형과 시뮬레이션을 중심으로 : (An)Estimation of commodity linked securities prices : using the CKLS model and simulation
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 노재선 | - |
dc.contributor.author | 조승현 | - |
dc.date.accessioned | 2009-12-31T06:20:11Z | - |
dc.date.available | 2009-12-31T06:20:11Z | - |
dc.date.copyright | 2007. | - |
dc.date.issued | 2007 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045868 | kor |
dc.identifier.uri | https://hdl.handle.net/10371/24560 | - |
dc.description | 학위논문(석사)--서울대학교 대학원 :농경제사회학부 농경제학전공,2007. | ko |
dc.format.extent | vii, 52 장 | ko |
dc.language.iso | ko | ko |
dc.publisher | 서울대학교 대학원 | ko |
dc.subject | 실물 | ko |
dc.subject | Commodity | ko |
dc.subject | 파생결합증권 | ko |
dc.subject | DLS | ko |
dc.subject | GMM | ko |
dc.subject | GMM | ko |
dc.subject | Monte Carlo Simulation | ko |
dc.subject | CKLS Stochastic Process | ko |
dc.subject | CKLS 확률과정 | ko |
dc.subject | Monte Carlo Simulation | ko |
dc.title | 실물연계증권의 가치 평가 : CKLS모형과 시뮬레이션을 중심으로 | ko |
dc.title.alternative | (An)Estimation of commodity linked securities prices : using the CKLS model and simulation | ko |
dc.type | Thesis | - |
dc.contributor.department | 농경제사회학부 농경제학전공 | - |
dc.description.degree | Master | ko |
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