DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김인준 | - |
dc.contributor.advisor | Kim, In-Joon | - |
dc.contributor.author | 금성주 | - |
dc.contributor.author | Keum, Sung-Joo | - |
dc.date.accessioned | 2011-12-26T08:37:27Z | - |
dc.date.available | 2011-12-26T08:37:27Z | - |
dc.date.issued | 2002 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173852&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/52134 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ v, 36 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 내재변동성추정 | - |
dc.subject | 기간구조 | - |
dc.subject | 변동성 | - |
dc.subject | KOSPI200 | - |
dc.subject | KOSPI200 | - |
dc.subject | implid volatility estimation | - |
dc.subject | term structure | - |
dc.subject | volatility | - |
dc.title | KOSPI200 옵션의 변동성 기간구조에 대한 실증 연구 | - |
dc.title.alternative | An analysis of the term structure of implied volatilities in KOSPI200 options | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 173852/325007 | - |
dc.description.department | 한국과학기술원 : 금융공학전공, | - |
dc.identifier.uid | 020003619 | - |
dc.contributor.localauthor | 김인준 | - |
dc.contributor.localauthor | Kim, In-Joon | - |
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