Wavelet 방법을 이용한 위험중립 밀도함수의 추정: KOSPI200지수 옵션에 대하여Estimation of risk-neutral densities using wavelet method: the case of KOSPI200 index options
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 이성희 | - |
| dc.contributor.author | Lee, Sung-Hee | - |
| dc.date.accessioned | 2013-09-12T02:27:58Z | - |
| dc.date.available | 2013-09-12T02:27:58Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488889&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181406 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 28 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Wavelet변환 | - |
| dc.subject | 위험중립 밀도함수 | - |
| dc.subject | wavelet transform | - |
| dc.subject | risk-neutral density | - |
| dc.subject | KOSPI200 index option | - |
| dc.subject | KOSPI200 지수옵션 | - |
| dc.title | Wavelet 방법을 이용한 위험중립 밀도함수의 추정: KOSPI200지수 옵션에 대하여 | - |
| dc.title.alternative | Estimation of risk-neutral densities using wavelet method: the case of KOSPI200 index options | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488889/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020103963 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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