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Time-varying pricing kernel : KOSPI200 지수 옵션 시장에서의 Pricing Kernel 변화에 대한 실증연구
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김정욱 | - |
| dc.contributor.author | 이상호 | - |
| dc.date.accessioned | 2019-07-09T15:16:28Z | - |
| dc.date.available | 2019-07-09T15:16:28Z | - |
| dc.date.issued | 2011-02 | - |
| dc.identifier.other | 000000029477 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/156965 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029477 | ko_KR |
| dc.description | 학위논문 (석사)-- 서울대학교 대학원 : 경영학과, 2011.2. 김정욱. | - |
| dc.format.extent | 40 leaves | - |
| dc.language.iso | eng | - |
| dc.publisher | 서울대학교 대학원 | - |
| dc.subject | Pricing Kernel | - |
| dc.subject | 옵션 | - |
| dc.subject | 위험회피도 | - |
| dc.subject | 확률적 변동성 | - |
| dc.subject | Option | - |
| dc.subject | Risk Aversion | - |
| dc.subject | Stochastic Volatility | - |
| dc.title | Time-varying pricing kernel | - |
| dc.title.alternative | KOSPI200 지수 옵션 시장에서의 Pricing Kernel 변화에 대한 실증연구 | - |
| dc.type | Thesis | - |
| dc.type | Dissertation | - |
| dc.description.degree | Master | - |
| dc.contributor.affiliation | 경영학과 | - |
| dc.date.awarded | 2011-02 | - |
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