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On the valuation and hedging of equity-linked securities : ELS의 가격추정과 헷징
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- Authors
- Advisor
- 최형인
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- ELS ; Equity-Linked Securities ; 몬테 카를로 ; Monte Carlo ; 가격 ; Valuation ; 델타 헷징 ; Delta Hedging
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2007.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045577
https://hdl.handle.net/10371/19849
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