변동성 예측을 통한 차익거래에 관한 연구 : KOSPI200 지수옵션을 중심으로An empirical study on the arbitrage trading using volatility forecasts : based on KOSPI200 stock index options
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158314/325007 / 000983403
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ [ii], 38 p. ]
- Keywords
차익거래; 코스피200; 변동성 예측; Volatility forecasts; Arbitrage trading; KOSPI200
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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