Dependence structure in financial market: quantum finance and spread trading = 상관관계에 기반한 금융시장: 양자금융과 스프레드 전략

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Advisors
Kim, Soo-Yongresearcher김수용
Description
한국과학기술원 : 물리학과,
Publisher
한국과학기술원
Issue Date
2011
Identifier
482551/325007  / 020057640
Language
eng
Description

학위논문(박사) - 한국과학기술원 : 물리학과, 2011.8, [ viii, 77 p. ]

Keywords

Quantum finance; Spread trading; Epps effect; 양자금융; 스프레드 전략; 엡스 효과; 내재 변동성; Implied volatility

URI
http://hdl.handle.net/10203/182379
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=482551&flag=dissertation
Appears in Collection
PH-Theses_Ph.D.(박사논문)
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