Levy feller 분포함수 응용으로부터, KOSPI 지수 수익률 분포함수 도출을 통한 지수 option 가격 책정Calculation of KOSPI index option price from derivation of index return probability distribution using Levy Feller distribution
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 고인규 | - |
| dc.contributor.advisor | Koh, In-Gyu | - |
| dc.contributor.author | 선창래 | - |
| dc.contributor.author | Sun, Chang-Rae | - |
| dc.date.accessioned | 2011-12-14T07:56:46Z | - |
| dc.date.available | 2011-12-14T07:56:46Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173529&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/48592 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 물리학과, 2002, [ [ii], 50 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Levy 분포 | - |
| dc.subject | AR model | - |
| dc.subject | GARCH model | - |
| dc.subject | KOSPI index option | - |
| dc.subject | Probability distribution | - |
| dc.subject | Levy statistics | - |
| dc.subject | AR 모형 | - |
| dc.subject | 확률 분포 | - |
| dc.subject | 주가지수 옵션 | - |
| dc.subject | GARCH 모형 | - |
| dc.title | Levy feller 분포함수 응용으로부터, KOSPI 지수 수익률 분포함수 도출을 통한 지수 option 가격 책정 | - |
| dc.title.alternative | Calculation of KOSPI index option price from derivation of index return probability distribution using Levy Feller distribution | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173529/325007 | - |
| dc.description.department | 한국과학기술원 : 물리학과, | - |
| dc.identifier.uid | 020003244 | - |
| dc.contributor.localauthor | 선창래 | - |
| dc.contributor.localauthor | Sun, Chang-Rae | - |
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- PH-Theses_Master(석사논문)
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