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Implied finance theory : 시장가격에 내재된 금융이론

DC Field Value Language
dc.contributor.advisor최형인-
dc.contributor.author강성수-
dc.date.accessioned2009-12-11T02:32:47Z-
dc.date.available2009-12-11T02:32:47Z-
dc.date.copyright2003.-
dc.date.issued2003-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000058243-
dc.identifier.urihttps://hdl.handle.net/10371/19929-
dc.descriptionThesis (doctoral)--서울대학교 대학원 :수리과학부,2003.en
dc.format.extentix, 101 leavesen
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subject내재 분포en
dc.subjectImplied distributionen
dc.subject내재 확률과정en
dc.subjectImplied processen
dc.subject동등 마팅게일확률측도en
dc.subjectEquivalent martingale measureen
dc.subject내재 변동성en
dc.subjectImplied volatilityen
dc.subject국소 변동성en
dc.subjectLocal volatilityen
dc.subjectBlack-Scholes 모형en
dc.subjectBlack-scholes modelen
dc.subject확률변동성 모형en
dc.subjectStochastic volatility modelen
dc.subjectFokker-Plank 방정식en
dc.subjectFokker-plank equationen
dc.subjectDupire 모형en
dc.subjectDupire’s modelen
dc.subjectDerman-Kani 모형en
dc.subjectDerman and kani’s modelen
dc.subjectBritten-Jones와 Neuberger의 모형en
dc.subjectBritten-jones and neuberger’s modelen
dc.subject콜 옵션en
dc.subjectCall optionen
dc.subject정적 헤징en
dc.subjectStatic hedgingen
dc.subject룩백 옵션en
dc.subjectLookback optionsen
dc.subject배리어 옵션.en
dc.subjectBarrier options.en
dc.titleImplied finance theoryen
dc.title.alternative시장가격에 내재된 금융이론en
dc.typeThesisen
dc.contributor.department수리과학부-
dc.description.degreeDoctoren
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