KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구 = (A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatility

Advisors
김인준researcherKim, In-Joonresearcher
Publisher
한국과학기술원
Issue Date
1999
Identifier
151310/325007 / 000973668
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ iii, 50 p. ]

Keywords

변동성예측; 내재변동성; 옵션변동성; Volatility forecasting; Implied volatility; Option volatility

URI
http://hdl.handle.net/10203/54204
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151310&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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