Wavelet 방법을 이용한 위험중립 밀도함수의 추정: KOSPI200지수 옵션에 대하여Estimation of risk-neutral densities using wavelet method: the case of KOSPI200 index options
- Advisors
- 변석준researcher; Byun, Suk-Joon
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488889/325007 / 020103963
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 28 p. ]
- Keywords
Wavelet변환; 위험중립 밀도함수; wavelet transform; risk-neutral density; KOSPI200 index option; KOSPI200 지수옵션
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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