SHERP

기관투자자의 순매수 성향이 내재변동성에 미치는 영향
(The)Effect of net buying propensity of institutional investors on the implied volatility of index options

Cited 0 time in webofscience Cited 0 time in scopus
Authors
성현
Advisor
장우진
Issue Date
2007
Publisher
서울대학교 대학원
Keywords
KOSPI200 지수옵션KOSPI200 index options내재변동성Implied volatility내재변동성함수net buying volume순매수량autocorrelation자기상관
Description
학위논문(석사)--서울대학교 대학원 :산업공학과 수리정보전공,2007.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045698

http://hdl.handle.net/10371/11675
Files in This Item:
There are no files associated with this item.
Appears in Collections:
College of Engineering/Engineering Practice School (공과대학/대학원)Dept. of Industrial Engineering (산업공학과)Theses (Master's Degree_산업공학과)
  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse