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(The) role of correlation in structured product (Two asset reverse convertible) : 구조화 상품에서 상관계수의 영향분석
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- Authors
- Advisor
- 안동현
- Major
- 경제학부
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 구조화상품 ; 상관계수 ; 정보비대칭 ; 변동성 타이밍 ; 상관계수 헤지 ; Structured Products ; Correlation ; Information Asymmetry ; Volatility Timing ; Correlation Hedge
- Description
- 학위논문 (박사)-- 서울대학교 대학원 : 경제학부, 2011.2. 안동현.
- Language
- eng
- URI
- https://hdl.handle.net/10371/158410
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000028777
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