Digital option의 가격결정 및 헤징에 관한 사례 연구A case study on valuation and hedging of a digital option
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238612/325007 / 020023792
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ vi, 55 p. ]
- Keywords
헤징성과; 헤징; 가격결정; 디지털옵션; DIGITAL OPTION; HEDGING PERFORMANCE; HEDGING; PRICING; VALUATION
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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