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LPM 모형을 통한 선물과 옵션의 헷지(hedge) 전략 비교

DC Field Value Language
dc.contributor.advisor오형식-
dc.contributor.author강경민-
dc.date.accessioned2009-11-11T07:23:14Z-
dc.date.available2009-11-11T07:23:14Z-
dc.date.copyright2004.-
dc.date.issued2004-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000053542kor
dc.identifier.urihttps://hdl.handle.net/10371/11941-
dc.description학위논문(석사)--서울대학교 대학원 :산업공학과,2004.kor
dc.format.extentiv, 44 장kor
dc.language.isoko-
dc.publisher서울대학교 대학원kor
dc.subject평균-분산 모형kor
dc.subjectLPM(Lower Partial Moment)kor
dc.subject최적 헷지비율kor
dc.subject하방향 위험지표(Downside Risk Measure)kor
dc.subject목표수익률kor
dc.titleLPM 모형을 통한 선물과 옵션의 헷지(hedge) 전략 비교kor
dc.typeThesis-
dc.contributor.department산업공학과-
dc.description.degreeMasterkor
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