변동성 예측을 통한 차익거래에 관한 연구 : KOSPI200 지수옵션을 중심으로An empirical study on the arbitrage trading using volatility forecasts : based on KOSPI200 stock index options
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.author | 이상진 | - |
| dc.contributor.author | Lee, Sang-Jin | - |
| dc.date.accessioned | 2011-12-27T02:03:26Z | - |
| dc.date.available | 2011-12-27T02:03:26Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158314&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53034 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ [ii], 38 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 차익거래 | - |
| dc.subject | 코스피200 | - |
| dc.subject | 변동성 예측 | - |
| dc.subject | Volatility forecasts | - |
| dc.subject | Arbitrage trading | - |
| dc.subject | KOSPI200 | - |
| dc.title | 변동성 예측을 통한 차익거래에 관한 연구 | - |
| dc.title.alternative | An empirical study on the arbitrage trading using volatility forecasts : based on KOSPI200 stock index options | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158314/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 000983403 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
| dc.title.subtitle | KOSPI200 지수옵션을 중심으로 | - |
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- KGSM-Theses_Master(석사논문)
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