Earticle

초록

영어

In recent years, financial industry has been growing rapidly. Especially the various products cause by financial engineering has been the major phenomenon of the development of financial market. If we call standard options, first generation options, then non-standard options can be called second generation options. Second generation options are exotic option. Option pricing method which used in this study were Closed-form formular assumed the log - normal price distribution and model followed underlying asset price distribution. In this study, Closed-form formular and Binomial model were programed by Excel Basic As a result of analysis. Binomial model is very convenient or speedy in exotic option which have special payoff pattern pricing.

목차

I. 서론
  1. 연구의 목적 및 구성
  2. 선례연구
 II. 이색옵션의 본질
  1. 이색옵션의 개념
  2. 이색옵션의 유형
  3. 이색옵션의 한계
 III. 옵션의 가격평가방법 및 비교분석
  1. 옵션의 평가방법
  2. 옵션평가방법의 비교분석
 IV. 결론
 참고문헌
 Abstract

저자

• 崔永坤 [ 최영곤 | 한국경영지도연구원 선임연구원 ]

참고문헌