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LIBOR모형과 HJM모형을 이용한 한국의 이자율 기간구조 비교연구
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- Authors
- Advisor
- 최병선
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- HJM모형 ; HJM model ; 선도LIBOR모형 ; LIBOR market model ; 주성분분석 ; PCA ; 변동성 기간구조 ; volatility term structure ; 이자율모형 ; interest rate model
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공),2008. 8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041954
https://hdl.handle.net/10371/27588
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