변동성콘을 이용한 KOSPI200 지수 옵션 거래 전략의 실증 분석An empirical study on the trading strategies of KOSPI200 index options using volatility cone
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.author | 이천주 | - |
| dc.contributor.author | Lee, Chun-Ju | - |
| dc.date.accessioned | 2011-12-26T08:37:06Z | - |
| dc.date.available | 2011-12-26T08:37:06Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173832&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52114 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ v, 27 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 역사적변동성 | - |
| dc.subject | 옵션거래전략 | - |
| dc.subject | 변동성콘 | - |
| dc.subject | 내재변동성 | - |
| dc.subject | implied volatility | - |
| dc.subject | historical volatility | - |
| dc.subject | Index Options | - |
| dc.subject | volatility cone | - |
| dc.title | 변동성콘을 이용한 KOSPI200 지수 옵션 거래 전략의 실증 분석 | - |
| dc.title.alternative | An empirical study on the trading strategies of KOSPI200 index options using volatility cone | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173832/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020003746 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.