Mean-Variance 헤지 전략에 관한 연구 및 적용A study and an application of Mean-Variance Hedging Strategies
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 조훈 | - |
| dc.contributor.advisor | Cho, Hoon | - |
| dc.contributor.author | 최준영 | - |
| dc.contributor.author | Choi, Jun-Young | - |
| dc.date.accessioned | 2013-09-12T02:28:22Z | - |
| dc.date.available | 2013-09-12T02:28:22Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467550&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181425 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2011.2, [ ⅴ, 45 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Mean-Value Process | - |
| dc.subject | variance-optimal measure | - |
| dc.subject | Mean-Variance Hedging | - |
| dc.subject | Mean-Variance 헤지 전략 | - |
| dc.subject | 동적 계획법 | - |
| dc.subject | 제곱 헤지 오차 | - |
| dc.title | Mean-Variance 헤지 전략에 관한 연구 및 적용 | - |
| dc.title.alternative | A study and an application of Mean-Variance Hedging Strategies | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 467550/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020093980 | - |
| dc.contributor.localauthor | 조훈 | - |
| dc.contributor.localauthor | Cho, Hoon | - |
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- KGSF-Theses_Master(석사논문)
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