추계적 이자율하에서 내재변동성의 정보내용에 관한 실증연구 : KOSPI 200 주가지수 옵션을 중심으로An empirical study on the information content of implied volatility in the stochastic interest rate : based on KOSPI 200 stock index options
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1999
- Identifier
- 151196/325007 / 000973432
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ [iii], 54 p. ]
- Keywords
예측력; 옵션가격결정모형; 내재변동성; 주식시장; 주가지수옵션; 정보내용; Information content; Forecasting power; Option pricing model; Implied volatility; Stock market; Stock index options
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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