주가 급락 전후의 KOSPI 200 지수 옵션 시장의 효율성 검증 : 박스 스프레드 전략을 활용하여Tests of market efficiency of the KOSPI 200 index options market by using box spread strategy

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dc.contributor.advisor안창모-
dc.contributor.advisorAhn, Chang-Mo-
dc.contributor.author정호균-
dc.contributor.authorJung, Ho-Kyoon-
dc.date.accessioned2011-12-26T08:36:37Z-
dc.date.available2011-12-26T08:36:37Z-
dc.date.issued2001-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166505&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52086-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ ii, 52 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject무위험거래-
dc.subject차익거래-
dc.subject옵션거래전략-
dc.subject박스 스프레드-
dc.subjectKOSPI 200 지수 옵션-
dc.subjectKOSPI 200 index option-
dc.subjectRisk-free trading-
dc.subjectArbitrage trading-
dc.subjectOption Trading Strategy-
dc.subjectBox spread-
dc.title주가 급락 전후의 KOSPI 200 지수 옵션 시장의 효율성 검증-
dc.title.alternativeTests of market efficiency of the KOSPI 200 index options market by using box spread strategy-
dc.typeThesis(Master)-
dc.identifier.CNRN166505/325007-
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid000993742-
dc.contributor.localauthor안창모-
dc.contributor.localauthorAhn, Chang-Mo-
dc.title.subtitle박스 스프레드 전략을 활용하여-
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