DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Choe, Geon-Ho | - |
dc.contributor.advisor | 최건호 | - |
dc.contributor.author | Park, Min-Seok | - |
dc.contributor.author | 박민석 | - |
dc.date.accessioned | 2013-09-12T02:33:36Z | - |
dc.date.available | 2013-09-12T02:33:36Z | - |
dc.date.issued | 2011 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=482775&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/181607 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 수리과학과, 2011.8, [ iii, 24 p. ] | - |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | Volatility swap | - |
dc.subject | Variance swap | - |
dc.subject | Delta-hedging | - |
dc.subject | Volatility option | - |
dc.subject | 분산스왑 | - |
dc.subject | 변동성스왑 | - |
dc.subject | 델타-헤징 | - |
dc.subject | 변동성 옵션 | - |
dc.subject | 유로피안 옵션 | - |
dc.subject | European option | - |
dc.title | Theoretical study on variance swap | - |
dc.title.alternative | 분산 스왑에 대한 연구 | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 482775/325007 | - |
dc.description.department | 한국과학기술원 : 수리과학과, | - |
dc.identifier.uid | 020094171 | - |
dc.contributor.localauthor | Choe, Geon-Ho | - |
dc.contributor.localauthor | 최건호 | - |
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