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CDS가격결정 방법의 비교 : Comparison of CDS pricing methods
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- Authors
- Advisor
- 강명주
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- merton ; credit drivatives ; Hull and White model ; credit default swap
- Description
- 학위논문(석사) --서울대학교 대학원 :협동과정 계산과학전공,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000043523
https://hdl.handle.net/10371/61067
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