KOSPI200주가지수 선물 및 옵션시장의 차익거래전략에 관한 실증 연구An empirical test of arbitrage profitability in the KOSPI200 index futures & options markets
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 안창모 | - |
| dc.contributor.advisor | An, Chang-Mo | - |
| dc.contributor.author | 오세헌 | - |
| dc.contributor.author | Oh, Se-Hun | - |
| dc.date.accessioned | 2011-12-26T08:37:21Z | - |
| dc.date.available | 2011-12-26T08:37:21Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173846&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52128 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ ii, 44 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 풋콜선물패러티 | - |
| dc.subject | 차익거래 | - |
| dc.subject | 박스스프레드 | - |
| dc.subject | Arbitrage | - |
| dc.subject | 주가지수 선물 옵션 | - |
| dc.title | KOSPI200주가지수 선물 및 옵션시장의 차익거래전략에 관한 실증 연구 | - |
| dc.title.alternative | An empirical test of arbitrage profitability in the KOSPI200 index futures & options markets | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173846/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020003715 | - |
| dc.contributor.localauthor | 안창모 | - |
| dc.contributor.localauthor | An, Chang-Mo | - |
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