KOSPI200 옵션의 변동성 기간구조에 대한 실증 연구An analysis of the term structure of implied volatilities in KOSPI200 options
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173852/325007 / 020003619
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ v, 36 p. ]
- Keywords
내재변동성추정; 기간구조; 변동성; KOSPI200; KOSPI200; implid volatility estimation; term structure; volatility
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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