단순접근법을 이용한 KOSPI200 지수옵션 평가와 괴리율에 관한 분석An empirical study of percentage difference and pricing of KOSPI200 index options by the simple approach method

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dc.contributor.advisor안창모-
dc.contributor.advisorAhn, Chang-Mo-
dc.contributor.author서영완-
dc.contributor.authorSeo, Young-Wan-
dc.date.accessioned2011-12-26T08:36:44Z-
dc.date.available2011-12-26T08:36:44Z-
dc.date.issued2001-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166517&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52093-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ v, 45 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject괴리율-
dc.subject단순접근법-
dc.subject지수옵션평가-
dc.subjectindex option pricing-
dc.subjectpercentage difference-
dc.subjectthe simple approach method-
dc.title단순접근법을 이용한 KOSPI200 지수옵션 평가와 괴리율에 관한 분석-
dc.title.alternativeAn empirical study of percentage difference and pricing of KOSPI200 index options by the simple approach method-
dc.typeThesis(Master)-
dc.identifier.CNRN166517/325007-
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid000993681-
dc.contributor.localauthor안창모-
dc.contributor.localauthorAhn, Chang-Mo-
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KGSF-Theses_Master(석사논문)
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