한국 ELW 공정가격에 대한 연구: 동일 구조 옵션과의 비교를 중심으로An empirical study on why are ELW overpricing relative to identical options?

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Advisors
김동석researcherKim, Tong-Sukresearcher
Description
한국과학기술원 : 금융전공,
Publisher
한국과학기술원
Issue Date
2011
Identifier
467543/325007  / 020093729
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융전공, 2011.2, [ v, 38 p. ]

Keywords

Overpricing; liquidity premium; ELW; 워런트; 과대평가; 유동성 프리미엄

URI
http://hdl.handle.net/10203/181418
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467543&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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