주가연계증권의 가치평가와 헤징에 관한 연구 : barrier 옵션을 중심으로A study of the valuation and hedging of equity linked securities : using barrier option

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dc.contributor.advisor변석준-
dc.contributor.advisorByun, Suk-Joon-
dc.contributor.author신일용-
dc.contributor.authorShin, Il-Yong-
dc.date.accessioned2011-12-26T08:38:28Z-
dc.date.available2011-12-26T08:38:28Z-
dc.date.issued2004-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238609&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52194-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ vi, 47 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject헤징-
dc.subject주가연계증권-
dc.subjectELS-
dc.subjectDYNAMIC HEDGING-
dc.subjectHEDGING-
dc.subjectBARRIER OPTION-
dc.title주가연계증권의 가치평가와 헤징에 관한 연구-
dc.title.alternativeA study of the valuation and hedging of equity linked securities : using barrier option-
dc.typeThesis(Master)-
dc.identifier.CNRN238609/325007 -
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid020023770-
dc.contributor.localauthor변석준-
dc.contributor.localauthorByun, Suk-Joon-
dc.title.subtitlebarrier 옵션을 중심으로-
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KGSF-Theses_Master(석사논문)
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