Wavelet 방법을 이용한 위험중립 밀도함수의 추정: KOSPI200지수 옵션에 대하여Estimation of risk-neutral densities using wavelet method: the case of KOSPI200 index options

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dc.contributor.advisor변석준-
dc.contributor.advisorByun, Suk-Joon-
dc.contributor.author이성희-
dc.contributor.authorLee, Sung-Hee-
dc.date.accessioned2013-09-12T02:27:58Z-
dc.date.available2013-09-12T02:27:58Z-
dc.date.issued2012-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488889&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181406-
dc.description학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 28 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subjectWavelet변환-
dc.subject위험중립 밀도함수-
dc.subjectwavelet transform-
dc.subjectrisk-neutral density-
dc.subjectKOSPI200 index option-
dc.subjectKOSPI200 지수옵션-
dc.titleWavelet 방법을 이용한 위험중립 밀도함수의 추정: KOSPI200지수 옵션에 대하여-
dc.title.alternativeEstimation of risk-neutral densities using wavelet method: the case of KOSPI200 index options-
dc.typeThesis(Master)-
dc.identifier.CNRN488889/325007 -
dc.description.department한국과학기술원 : 금융전공, -
dc.identifier.uid020103963-
dc.contributor.localauthor변석준-
dc.contributor.localauthorByun, Suk-Joon-
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KGSF-Theses_Master(석사논문)
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