DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 안창모 | - |
dc.contributor.advisor | Ahn, Chang-Mo | - |
dc.contributor.author | 정호균 | - |
dc.contributor.author | Jung, Ho-Kyoon | - |
dc.date.accessioned | 2011-12-26T08:36:37Z | - |
dc.date.available | 2011-12-26T08:36:37Z | - |
dc.date.issued | 2001 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166505&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/52086 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ ii, 52 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 무위험거래 | - |
dc.subject | 차익거래 | - |
dc.subject | 옵션거래전략 | - |
dc.subject | 박스 스프레드 | - |
dc.subject | KOSPI 200 지수 옵션 | - |
dc.subject | KOSPI 200 index option | - |
dc.subject | Risk-free trading | - |
dc.subject | Arbitrage trading | - |
dc.subject | Option Trading Strategy | - |
dc.subject | Box spread | - |
dc.title | 주가 급락 전후의 KOSPI 200 지수 옵션 시장의 효율성 검증 | - |
dc.title.alternative | Tests of market efficiency of the KOSPI 200 index options market by using box spread strategy | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 166505/325007 | - |
dc.description.department | 한국과학기술원 : 금융공학전공, | - |
dc.identifier.uid | 000993742 | - |
dc.contributor.localauthor | 안창모 | - |
dc.contributor.localauthor | Ahn, Chang-Mo | - |
dc.title.subtitle | 박스 스프레드 전략을 활용하여 | - |
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