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4 research outputs found

The Relationship Between, Spot, Forward LIBOR and Swap Rate Curve under the Pure Jump Levy Process

Author: null joonhee Rhee
null 장범식
Publication venue: Korean Association of Financial Engineering
Publication date: 01/12/2007
Field of study

An Empirical Study on Korean Yield Curve Driven by fBm Vasicek Interest Rate Model

Author: null joonhee Rhee
null 이명호
Publication venue: Korean Association of Financial Engineering
Publication date: 01/09/2009
Field of study

A Study on Foreign Bond Market and Investor Welfare

Author: null joonhee Rhee
null 김태연
null 박수천
Publication venue: Korean Association of Financial Engineering
Publication date: 01/09/2012
Field of study

GMM Estimation of Vasicek Types One Factor Interest Rate Models

Author: null Hoon Park
null JongWoo Park
null joonhee Rhee
null Young-Gwon Choi
Publication venue: Korea Productivity Association
Publication date: 01/12/2013
Field of study

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