한국주가지수 200 옵션의 내재변동성과 실현변동성에 관한 연구A study on the implied and realized volatility of KOSPI 200 index options
- Advisors
- 이인무; Lee, In-Moo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158468/325007 / 000983720
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ v, 56 p. ]
- Keywords
예측변동성; 과거변동성; 실현변동성; 내재변동성; 한국주가지수200 옵션; 예측치; Estimates; Forecasted volatility; Past volatiltiy; Realized volatility; Implied volatility; KOSPI 200 index option
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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