주가지수옵션시장의 행사가격 스프레드의 행태에 대한 실증 연구An empirical study on vertical-spreads in KOSPI 200 index options

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 372
  • Download : 0
Advisors
김인준researcherKim, In Joonresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2002
Identifier
177635/325007 / 020003775
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.8, [ v, 38 p. ]

Keywords

스프레드; 주가지수옵션; 행사가격스프레드; vertical spreads; spreads; KOSPI200 Index options

URI
http://hdl.handle.net/10203/52145
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=177635&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0