KOSPI200 주가지수 옵션의 모델-프리 내재변동성의 미래예측력 실증연구The predictability of model-free implied volatility in the KOSPI200 index option market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 강장구 | - |
| dc.contributor.advisor | Kang, Jang-Koo | - |
| dc.contributor.author | 김수경 | - |
| dc.contributor.author | Kim, Su-Kyung | - |
| dc.date.accessioned | 2013-09-12T02:27:13Z | - |
| dc.date.available | 2013-09-12T02:27:13Z | - |
| dc.date.issued | 2010 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=454768&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181371 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전문대학원, 2010.2, [ v, 47 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Model-free implied volatility | - |
| dc.subject | VKOSPI | - |
| dc.subject | Implied Volatility | - |
| dc.subject | 내재변동성 | - |
| dc.subject | 모델-프리 내재변동성 | - |
| dc.subject | 변동성지수 | - |
| dc.title | KOSPI200 주가지수 옵션의 모델-프리 내재변동성의 미래예측력 실증연구 | - |
| dc.title.alternative | The predictability of model-free implied volatility in the KOSPI200 index option market | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 454768/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전문대학원, | - |
| dc.identifier.uid | 020083641 | - |
| dc.contributor.localauthor | 강장구 | - |
| dc.contributor.localauthor | Kang, Jang-Koo | - |
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