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On the valuation and hedging of structured note : 구조화 채권의 가격추정과 헷징
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- Authors
- Advisor
- 최형인
- Major
- 수리과학부
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 구조화 채권 ; 변동금리부 채권 ; CD금리 유효구간 누적수익 지급형채권 ; 몬테카를로 ; Structured note ; FRN ; CD range accural ; Monte Carlo
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2011.2. 최형인.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157935
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029565
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