KOSPI 200 index option에 내재된 leverage effect 연구 : compound option model을 중심으로An analysis of the leverage effect implied in KOSPI200 index option-applying the compound option model
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173829/325007 / 020003777
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 41 p. ]
- Keywords
레버리지 효과; KOSPI200 주가지수 옵션; 컴파운드 옵션 모델; Compound Option Model; Leverage Effect; KOSPI200 Index Option
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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