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Numerical estimation of implied volatility
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 신동우 | - |
dc.contributor.author | 김남균 | - |
dc.date.accessioned | 2009-12-11T02:27:59Z | - |
dc.date.available | 2009-12-11T02:27:59Z | - |
dc.date.copyright | 2008. | - |
dc.date.issued | 2008 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040852 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/19918 | - |
dc.description | Thesis(masters) --서울대학교 대학원 :수리과학부,2008. 2. | en |
dc.format.extent | 20 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 내재 변동성 | en |
dc.subject | implied volatility | en |
dc.subject | 블랙숄즈방정식 | en |
dc.subject | Black-Schole equation | en |
dc.subject | 뉴턴 메소드 | en |
dc.subject | newton method | en |
dc.subject | 파이나이트 볼륨 메소드 | en |
dc.subject | finite volume method | en |
dc.subject | 프레쳇미분 | en |
dc.subject | frechet derivative | en |
dc.title | Numerical estimation of implied volatility | en |
dc.type | Thesis | - |
dc.contributor.department | 수리과학부 | - |
dc.description.degree | Master | en |
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