Digital option의 가격결정 및 헤징에 관한 사례 연구A case study on valuation and hedging of a digital option
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 윤공영 | - |
| dc.contributor.author | Yoon, Kong-Young | - |
| dc.date.accessioned | 2011-12-26T08:38:31Z | - |
| dc.date.available | 2011-12-26T08:38:31Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238612&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52197 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ vi, 55 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 헤징성과 | - |
| dc.subject | 헤징 | - |
| dc.subject | 가격결정 | - |
| dc.subject | 디지털옵션 | - |
| dc.subject | DIGITAL OPTION | - |
| dc.subject | HEDGING PERFORMANCE | - |
| dc.subject | HEDGING | - |
| dc.subject | PRICING | - |
| dc.subject | VALUATION | - |
| dc.title | Digital option의 가격결정 및 헤징에 관한 사례 연구 | - |
| dc.title.alternative | A case study on valuation and hedging of a digital option | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238612/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023792 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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