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On the valuation and hedging of equity-linked securities : ELS의 가격추정과 헷징
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 김미애 | - |
| dc.date.accessioned | 2009-12-11T01:42:37Z | - |
| dc.date.available | 2009-12-11T01:42:37Z | - |
| dc.date.copyright | 2007. | - |
| dc.date.issued | 2007 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045577 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/19849 | - |
| dc.description | Thesis(master`s)--서울대학교 대학원 :수리과학부,2007. | en |
| dc.format.extent | iii, 16 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | ELS | en |
| dc.subject | Equity-Linked Securities | en |
| dc.subject | 몬테 카를로 | en |
| dc.subject | Monte Carlo | en |
| dc.subject | 가격 | en |
| dc.subject | Valuation | en |
| dc.subject | 델타 헷징 | en |
| dc.subject | Delta Hedging | en |
| dc.title | On the valuation and hedging of equity-linked securities | en |
| dc.title.alternative | ELS의 가격추정과 헷징 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 수리과학부 | - |
| dc.description.degree | Master | en |
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