Publications
Detailed Information
옵션만기일 KOSPI200 지수 디클러스터링 : KOSPI200 index declustering on option expiration dates
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 오형식
- Major
- 산업·조선공학부
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 디클러스터링 ; 주가 핀닝 ; 옵션만기 ; 델타헤징 ; 델타중립 ; 미결제약정 ; Declustering ; Stock pinning ; Option expiration ; Delta hedging ; Delta-neutral ; Open interest
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 산업·조선공학부, 2011.2. 오형식.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157823
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000030098
- Files in This Item:
- There are no files associated with this item.
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.