학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ iii, 59 p. ]
내재 변동성; 1차 일반화된 자기회귀형 조건부 분산모형실적평가; 스트래들 거래; Straddle trading; Hedge funds; Mutual funds; Implied volatility; GARCH (1,1)model
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.