옵션가격별 내재변동성과 주식가격 변화와의 반응관계에 대한 실증분석 : KOSPI200 index 옵션을 이용하여An empirical analysis of moneyness and the response of the implied volatilities to price changes : using KOSPI200 index options
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238601/325007 / 020023702
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iii, 36 p. ]
- Keywords
옵션가격; 내재변동성; MONEYNESS; 주식가격변화
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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