옵션가격별 내재변동성과 주식가격 변화와의 반응관계에 대한 실증분석 : KOSPI200 index 옵션을 이용하여An empirical analysis of moneyness and the response of the implied volatilities to price changes : using KOSPI200 index options
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 김시범 | - |
| dc.contributor.author | Kim, Si-Beom | - |
| dc.date.accessioned | 2011-12-26T08:38:20Z | - |
| dc.date.available | 2011-12-26T08:38:20Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238601&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52186 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iii, 36 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 옵션가격 | - |
| dc.subject | 내재변동성 | - |
| dc.subject | MONEYNESS | - |
| dc.subject | 주식가격변화 | - |
| dc.title | 옵션가격별 내재변동성과 주식가격 변화와의 반응관계에 대한 실증분석 | - |
| dc.title.alternative | An empirical analysis of moneyness and the response of the implied volatilities to price changes : using KOSPI200 index options | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238601/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023702 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
| dc.title.subtitle | KOSPI200 index 옵션을 이용하여 | - |
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- KGSF-Theses_Master(석사논문)
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