Digital option의 가격결정 및 헤징에 관한 사례 연구 = A case study on valuation and hedging of a digital option

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Advisors
변석준researcherByun, 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

URI
http://hdl.handle.net/10203/52197
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238612&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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