변동성콘을 이용한 KOSPI200 지수 옵션 거래 전략의 실증 분석An empirical study on the trading strategies of KOSPI200 index options using volatility cone
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173832/325007 / 020003746
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ v, 27 p. ]
- Keywords
역사적변동성; 옵션거래전략; 변동성콘; 내재변동성; implied volatility; historical volatility; Index Options; volatility cone
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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