Option pricing in Korean stock market한국 주식 시장에서의 옵션 가격 결정
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Choi, U-Jin | - |
| dc.contributor.advisor | 최우진 | - |
| dc.contributor.author | Yoon, Sun-Joo | - |
| dc.contributor.author | 윤선주 | - |
| dc.date.accessioned | 2011-12-14T04:54:16Z | - |
| dc.date.available | 2011-12-14T04:54:16Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=177030&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/42052 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 수학전공, 2002.8, [ v, 26 p. ] | - |
| dc.description.abstract | Option pricing is one of the most important in the option. There are several methods to estimate the option price. First, we explain the Black-Scholes equation. Also we review famous methods(explicit finite difference method, implicit finite difference method, and Monte Carlo simulation) to estimate option price. Employing above methods, we estimate the value of KOSPI 200 index option, and compare with the real price. | eng |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | option | - |
| dc.subject | 옵션 | - |
| dc.title | Option pricing in Korean stock market | - |
| dc.title.alternative | 한국 주식 시장에서의 옵션 가격 결정 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 177030/325007 | - |
| dc.description.department | 한국과학기술원 : 수학전공, | - |
| dc.identifier.uid | 020013378 | - |
| dc.contributor.localauthor | Choi, U-Jin | - |
| dc.contributor.localauthor | 최우진 | - |
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