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(The) role of correlation in structured product (Two asset reverse convertible)
구조화 상품에서 상관계수의 영향분석

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Authors
유원석
Advisor
안동현
Major
경제학부
Issue Date
2011-02
Publisher
서울대학교 대학원
Keywords
구조화상품상관계수정보비대칭변동성 타이밍상관계수 헤지Structured ProductsCorrelationInformation AsymmetryVolatility TimingCorrelation Hedge
Description
학위논문 (박사)-- 서울대학교 대학원 : 경제학부, 2011.2. 안동현.
Language
eng
URI
https://hdl.handle.net/10371/158410

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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Ph.D. / Sc.D._경제학부)
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