KOSPI200 주가지수 옵션의 모델-프리 내재변동성의 미래예측력 실증연구The predictability of model-free implied volatility in the KOSPI200 index option market
- Advisors
- 강장구researcher; Kang, Jang-Kooresearcher
- Description
- 한국과학기술원 : 금융전문대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 2010
- Identifier
- 454768/325007 / 020083641
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전문대학원, 2010.2, [ v, 47 p. ]
- Keywords
Model-free implied volatility; VKOSPI; Implied Volatility; 내재변동성; 모델-프리 내재변동성; 변동성지수
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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