내재변동성의 구간을 이용한 델타 헤징 실증 분석An empirical study on delta hedging with the regimes of volatility
- Advisors
- 김수용researcher; Kim, Soo-Yong
- Description
- 한국과학기술원 : 물리학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488101/325007 / 020108073
- Language
- kor
- Description
한국과학기술원 : 물리학과, 한국과학기술원 : 물리학과, 2012.2, [ iv, 43 p. ]
- Keywords
델타 헤징; 내재변동성; delta hedge; regimes of volatility; implied volatility; Derman; 더만
- Appears in Collection
- PH-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
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