Publications
Detailed Information
KOSPI200 call option data analysis using duan GARCH model : Duam Garch 모형을 이용한 자료분석
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 이상열 | - |
| dc.contributor.author | 서양주 | - |
| dc.date.accessioned | 2009-12-15T01:50:29Z | - |
| dc.date.available | 2009-12-15T01:50:29Z | - |
| dc.date.copyright | 2009. | - |
| dc.date.issued | 2009 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036596 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/20736 | - |
| dc.description | Thesis(masters) --서울대학교 대학원 :통계학과, 2009.2. | en |
| dc.format.extent | ii, 25 leaves | en |
| dc.language.iso | en | - |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | GARCH | en |
| dc.subject | GARCH process | en |
| dc.subject | 이분산성 | en |
| dc.subject | heteroskedasticity | en |
| dc.subject | 블랙쇼울즈 모형 | en |
| dc.subject | Black-Scholes model | en |
| dc.subject | 가격결정측도 | en |
| dc.subject | pricing measure | en |
| dc.subject | 측도변환 | en |
| dc.subject | change of measure | en |
| dc.subject | 몬테카를로 시뮬레이션 | en |
| dc.subject | Monte Carlo simulation | en |
| dc.title | KOSPI200 call option data analysis using duan GARCH model | en |
| dc.title.alternative | Duam Garch 모형을 이용한 자료분석 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | en |
- Appears in Collections:
- 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.