DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 안창모 | - |
dc.contributor.advisor | Ahn, Chang-Mo | - |
dc.contributor.author | 송하영 | - |
dc.contributor.author | Song, Ha-Young | - |
dc.date.accessioned | 2011-12-27T02:03:23Z | - |
dc.date.available | 2011-12-27T02:03:23Z | - |
dc.date.issued | 2000 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158311&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/53031 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ [iii], 39 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 가격결정모형 | - |
dc.subject | 옵션 | - |
dc.subject | 추계적 변동성 | - |
dc.subject | Option pricing | - |
dc.subject | Stochastic volatility | - |
dc.title | 추계적 변동성하에서의 옵션 가격 결정 모형에 대한 실증 분석 | - |
dc.title.alternative | An empirical performance of the stochastic volatility option : based on KOSPI 200 stock index call options | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 158311/325007 | - |
dc.description.department | 한국과학기술원 : 경영공학전공, | - |
dc.identifier.uid | 000983291 | - |
dc.contributor.localauthor | 안창모 | - |
dc.contributor.localauthor | Ahn, Chang-Mo | - |
dc.title.subtitle | KOSPI 200 지수 콜 옵션을 중심으로 | - |
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