Dependence structure in financial market: quantum finance and spread trading상관관계에 기반한 금융시장: 양자금융과 스프레드 전략
- Advisors
- Kim, Soo-Yongresearcher; 김수용
- Description
- 한국과학기술원 : 물리학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 482551/325007 / 020057640
- Language
- eng
- Description
학위논문(박사) - 한국과학기술원 : 물리학과, 2011.8, [ viii, 77 p. ]
- Keywords
Quantum finance; Spread trading; Epps effect; 양자금융; 스프레드 전략; 엡스 효과; 내재 변동성; Implied volatility
- Appears in Collection
- PH-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
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