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이요인 이자율기간구조모형을 이용한 이자율파생상품 가격결정
Pricing interest rate derivatives using two factor short rate model

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Authors
손경우
Advisor
안동현
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
이자율기간구조term structuretwo factor modeltwo factor modelCMSCMSLSMLSMBermudan optionBermudan option몬테카를로 시뮬레이션Monte Carlo simulation
Description
학위논문(석사)--서울대학교 대학원 :경제학부 경제학전공,2007.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045499

https://hdl.handle.net/10371/27601
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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