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CaR 개념을 이용한 국채의 위험비용 분석
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- Authors
- Advisor
- 이창용
- Issue Date
- 2006
- Publisher
- 서울대학교 대학원
- Keywords
- CaR 모형 ; Cost-at-Risk (CaR) ; 국채 관리 ; Debt Management ; 이자율 기간구조 ; Term Structure of Interest Rates ; 칼만 필터링 ; Kalman Filtering
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부 경제학전공,2006.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000046982
https://hdl.handle.net/10371/27110
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