선물 MISPRICING의 원인과 행태에 대한 연구 : 한국시장에서의 실증분석 = An investigation on the cause and behavior of futures mispricing : an empirical evidence in the Korean market

Advisors
김동석researcherKim, Dong-Sukresearcher
Publisher
한국과학기술원
Issue Date
1999
Identifier
151200/325007 / 000973552
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [ii], 55 p. ]

Keywords

시장의 기대; 선물 Mispricing; 주가지수선물; 내재 변동성; Implied volatility; Market expectation; Futures mispricing; Stock index futures

URI
http://hdl.handle.net/10203/54094
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151200&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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