추계적 이자율하에서 내재변동성의 정보내용에 관한 실증연구 : KOSPI 200 주가지수 옵션을 중심으로 = An empirical study on the information content of implied volatility in the stochastic interest rate : based on KOSPI 200 stock index options KOSPI 200 주가지수 옵션을 중심으로

Advisors
김인준researcherKim, In-Joonresearcher
Publisher
한국과학기술원
Issue Date
1999
Identifier
151196/325007 / 000973432
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [iii], 54 p. ]

Keywords

예측력; 옵션가격결정모형; 내재변동성; 주식시장; 주가지수옵션; 정보내용; Information content; Forecasting power; Option pricing model; Implied volatility; Stock market; Stock index options

URI
http://hdl.handle.net/10203/54090
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151196&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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