المؤلفون: 강선영

المساهمون: 오형식, 산업공학과

مصطلحات موضوعية: 위험중립확률밀도함수, risk-neutral probability density function, 위험중립확률분포, risk-neutral probability distribution, 델타헤지, delta hedging, 동적헤지, implied volatility function, 변동성 함수, volatility smile approach, 변동성 미소현상, 변동성 미소 방법

وصف الملف: iv, 40장

Relation: http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036815; http://hdl.handle.net/10371/11910

الاتاحة: http://hdl.handle.net/10371/11910
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036815