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이항나무 모형을 이용한 옵션가치와 헤지비율 평가
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- Authors
- Advisor
- 오형식
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- 이항나무 모형 ; Binomial Tree Methods ; 헤지비율(Greeks) ; Greeks ; Black-Scholes 옵션가치평가 모형 ; Black-Scholes Model ; Binomial Black-Scholes 모형 ; Binomial Black-Scholes Methods ; 내삽 이항나무 모형 ; Binomial Interpolation Methods ; 삼항나무 모형 ; Trinomial Methods ; Heston Zhou 모형 ; Heston Zhou Methods ; Denault ; Denault ; Gauthier Simonato 모형 ; Gauthier Simonato Methods
- Description
- 학위논문(석사) --서울대학교 대학원 :산업공학과,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044689
https://hdl.handle.net/10371/11731
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