KOSPI200 주가지수 옵션의 모델-프리 내재변동성의 미래예측력 실증연구The predictability of model-free implied volatility in the KOSPI200 index option market

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dc.contributor.advisor강장구-
dc.contributor.advisorKang, Jang-Koo-
dc.contributor.author김수경-
dc.contributor.authorKim, Su-Kyung-
dc.date.accessioned2013-09-12T02:27:13Z-
dc.date.available2013-09-12T02:27:13Z-
dc.date.issued2010-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=454768&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181371-
dc.description학위논문(석사) - 한국과학기술원 : 금융전문대학원, 2010.2, [ v, 47 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subjectModel-free implied volatility-
dc.subjectVKOSPI-
dc.subjectImplied Volatility-
dc.subject내재변동성-
dc.subject모델-프리 내재변동성-
dc.subject변동성지수-
dc.titleKOSPI200 주가지수 옵션의 모델-프리 내재변동성의 미래예측력 실증연구-
dc.title.alternativeThe predictability of model-free implied volatility in the KOSPI200 index option market-
dc.typeThesis(Master)-
dc.identifier.CNRN454768/325007 -
dc.description.department한국과학기술원 : 금융전문대학원, -
dc.identifier.uid020083641-
dc.contributor.localauthor강장구-
dc.contributor.localauthorKang, Jang-Koo-
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