단순접근법을 이용한 KOSPI200 지수옵션 평가와 괴리율에 관한 분석An empirical study of percentage difference and pricing of KOSPI200 index options by the simple approach method
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2001
- Identifier
- 166517/325007 / 000993681
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ v, 45 p. ]
- Keywords
괴리율; 단순접근법; 지수옵션평가; index option pricing; percentage difference; the simple approach method
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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