KOSPI 200 지수옵션 시장의 효율성에 관한 실증분석Empirical research for market efficiency of KOSPI 200 index options
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135224/325007 / 000963713
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ iii, 52 p. ]
- Keywords
박스 스프레드; 풋-콜-선물 패리티; 시장 효율성; 지수 옵션; 차익거래모형; Box pread; Put-call-futures parity; Market efficiency; Index options
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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