DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김수용 | - |
dc.contributor.advisor | Kim, Soo-Yong | - |
dc.contributor.author | 조용환 | - |
dc.contributor.author | Jo, Yong-Hwan | - |
dc.date.accessioned | 2013-09-12T04:59:53Z | - |
dc.date.available | 2013-09-12T04:59:53Z | - |
dc.date.issued | 2012 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488101&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/182356 | - |
dc.description | 한국과학기술원 : 물리학과, 한국과학기술원 : 물리학과, 2012.2, [ iv, 43 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 델타 헤징 | - |
dc.subject | 내재변동성 | - |
dc.subject | delta hedge | - |
dc.subject | regimes of volatility | - |
dc.subject | implied volatility | - |
dc.subject | Derman | - |
dc.subject | 더만 | - |
dc.title | 내재변동성의 구간을 이용한 델타 헤징 실증 분석 | - |
dc.title.alternative | An empirical study on delta hedging with the regimes of volatility | - |
dc.type | Thesis(Ph.D) | - |
dc.identifier.CNRN | 488101/325007 | - |
dc.description.department | 한국과학기술원 : 물리학과, | - |
dc.identifier.uid | 020108073 | - |
dc.contributor.localauthor | 김수용 | - |
dc.contributor.localauthor | Kim, Soo-Yong | - |
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