KOSPI200 콜옵션가격과 기초자산의 변동방향에 관한 연구A study on the changing directions of KOSPI200 call option prices and the underlying index
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173856/325007 / 020003780
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iii, 48 p. ]
- Keywords
KOSPI200; 변동방향; 콜옵션가격; 추계적변동성; Stochastic Volatility; Changing direction; Call Option Prices; KOSPI200
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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