KOSPI200 콜옵션가격과 기초자산의 변동방향에 관한 연구A study on the changing directions of KOSPI200 call option prices and the underlying index
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 안창모 | - |
| dc.contributor.advisor | Ahn, Chang-Mo | - |
| dc.contributor.author | 최욱 | - |
| dc.contributor.author | Choi, Wook | - |
| dc.date.accessioned | 2011-12-26T08:37:31Z | - |
| dc.date.available | 2011-12-26T08:37:31Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173856&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52138 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iii, 48 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | KOSPI200 | - |
| dc.subject | 변동방향 | - |
| dc.subject | 콜옵션가격 | - |
| dc.subject | 추계적변동성 | - |
| dc.subject | Stochastic Volatility | - |
| dc.subject | Changing direction | - |
| dc.subject | Call Option Prices | - |
| dc.subject | KOSPI200 | - |
| dc.title | KOSPI200 콜옵션가격과 기초자산의 변동방향에 관한 연구 | - |
| dc.title.alternative | A study on the changing directions of KOSPI200 call option prices and the underlying index | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173856/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020003780 | - |
| dc.contributor.localauthor | 안창모 | - |
| dc.contributor.localauthor | Ahn, Chang-Mo | - |
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