선물 MISPRICING의 원인과 행태에 대한 연구 : 한국시장에서의 실증분석An investigation on the cause and behavior of futures mispricing : an empirical evidence in the Korean market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Dong-Suk | - |
| dc.contributor.author | 이충훈 | - |
| dc.contributor.author | Lee, Chung-Hoon | - |
| dc.date.accessioned | 2011-12-27T04:45:45Z | - |
| dc.date.available | 2011-12-27T04:45:45Z | - |
| dc.date.issued | 1999 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151200&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/54094 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [ii], 55 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 시장의 기대 | - |
| dc.subject | 선물 Mispricing | - |
| dc.subject | 주가지수선물 | - |
| dc.subject | 내재 변동성 | - |
| dc.subject | Implied volatility | - |
| dc.subject | Market expectation | - |
| dc.subject | Futures mispricing | - |
| dc.subject | Stock index futures | - |
| dc.title | 선물 MISPRICING의 원인과 행태에 대한 연구 : 한국시장에서의 실증분석 | - |
| dc.title.alternative | An investigation on the cause and behavior of futures mispricing : an empirical evidence in the Korean market | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 151200/325007 | - |
| dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
| dc.identifier.uid | 000973552 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Dong-Suk | - |
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- KGSM-Theses_Master(석사논문)
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