KOSPI 200 지수 콜옵션의 변동성 차익 거래에 대한 연구An empirical study on volatility arbitrage transactions for KOSPI 200 call options
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181442/325007 / 020013834
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iv, 49 p. ]
- Keywords
변동성 차익거래; 지수 콜옵션; Call Options; Volatility Arbitrage Transactions
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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