KOSPI 200 지수 옵션 내재 위험중립 확률분포의 정보 유용성에 대한 실증분석On the usefulness of risk-neutral distributions as an indicator for revealing the market sentiment : evidence from the KOSPI 200 index options
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238604/325007 / 020023717
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ 53 p. ]
- Keywords
위험중립 확률분포; RISK-NEUTRAL DISTRIBUTIONS
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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