(The) review of methods for valuing option옵션 가치 평가 방법들에 대한 고찰
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Lee, Sung-Yun | - |
| dc.contributor.advisor | 이성연 | - |
| dc.contributor.author | Heo, Geon-Young | - |
| dc.contributor.author | 허건영 | - |
| dc.date.accessioned | 2011-12-14T04:53:46Z | - |
| dc.date.available | 2011-12-14T04:53:46Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158678&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/42019 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 수학전공, 2000.2, [ 29 p. ] | - |
| dc.description.abstract | The valuation of options is a central problem in the modern theory of finance. In this paper, we survey on the value of options. First, the Black-Scholes``s option formula and Karatzas``s result based on stochastic analysis are presented. Second, Binomial option pricing model is precisely reviewed. Finally, we will consider several numerical methods for valuing the American options. | eng |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Black-Scholes formula | - |
| dc.subject | Option | - |
| dc.subject | Binomial model | - |
| dc.subject | 이항모델 | - |
| dc.subject | 블랙-숄즈 식 | - |
| dc.subject | 옵션 | - |
| dc.title | (The) review of methods for valuing option | - |
| dc.title.alternative | 옵션 가치 평가 방법들에 대한 고찰 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158678/325007 | - |
| dc.description.department | 한국과학기술원 : 수학전공, | - |
| dc.identifier.uid | 000983636 | - |
| dc.contributor.localauthor | Lee, Sung-Yun | - |
| dc.contributor.localauthor | 이성연 | - |
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