KOSPI 200 옵션시장에서 volatility smile의 측정과 volatility smile을 이용한 매매 전략에 관한 연구A study on the magnitude of the volatility smile and trading strategies to arbitrage the smile in the KOSPI 200 options market
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135237/325007 / 000963734
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ v, 52 p. ]
- Keywords
내재변동성; 변동성; 스마일; 변동성스마일; 주가지수옵션; Implied volatility; Volatility; Smile; Volatility skew; Volatility smile
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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