KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구(A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatility
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.author | 차미호 | - |
| dc.contributor.author | Cha, Mi-Ho | - |
| dc.date.accessioned | 2011-12-27T04:49:37Z | - |
| dc.date.available | 2011-12-27T04:49:37Z | - |
| dc.date.issued | 1999 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151310&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/54204 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ iii, 50 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 변동성예측 | - |
| dc.subject | 내재변동성 | - |
| dc.subject | 옵션변동성 | - |
| dc.subject | Volatility forecasting | - |
| dc.subject | Implied volatility | - |
| dc.subject | Option volatility | - |
| dc.title | KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구 | - |
| dc.title.alternative | (A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatility | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 151310/325007 | - |
| dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
| dc.identifier.uid | 000973668 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
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