이색옵션의 헤지전략에 관한 연구 : binary와 barrier옵션을 중심으로(A) study on hedging strategy of exotic options : a focus on binary & barrier option
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1999
- Identifier
- 151306/325007 / 000973510
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [iv], 54 p. ]
- Keywords
경계옵션; 이원옵션; 정적 헤지; 동적 헤지; 보유비용; Carrying cost; Barrier option; Binary option; Static hedge; Dynamic hedge
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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