KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구(A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatility
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1999
- Identifier
- 151310/325007 / 000973668
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ iii, 50 p. ]
- Keywords
변동성예측; 내재변동성; 옵션변동성; Volatility forecasting; Implied volatility; Option volatility
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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