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On the valuation and hedging of structured note : 구조화 채권의 가격추정과 헷징
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 최형인 | - |
| dc.contributor.author | 이원석 | - |
| dc.date.accessioned | 2019-07-09T17:02:31Z | - |
| dc.date.available | 2019-07-09T17:02:31Z | - |
| dc.date.issued | 2011-02 | - |
| dc.identifier.other | 000000029565 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/157935 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029565 | ko_KR |
| dc.description | 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2011.2. 최형인. | - |
| dc.format.extent | iii, 25 leaves | - |
| dc.language.iso | kor | - |
| dc.publisher | 서울대학교 대학원 | - |
| dc.subject | 구조화 채권 | - |
| dc.subject | 변동금리부 채권 | - |
| dc.subject | CD금리 유효구간 누적수익 지급형채권 | - |
| dc.subject | 몬테카를로 | - |
| dc.subject | Structured note | - |
| dc.subject | FRN | - |
| dc.subject | CD range accural | - |
| dc.subject | Monte Carlo | - |
| dc.title | On the valuation and hedging of structured note | - |
| dc.title.alternative | 구조화 채권의 가격추정과 헷징 | - |
| dc.type | Thesis | - |
| dc.type | Dissertation | - |
| dc.description.degree | Master | - |
| dc.contributor.affiliation | 수리과학부 | - |
| dc.date.awarded | 2011-02 | - |
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