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KOSPI200 call option data analysis using duan GARCH model
Duam Garch 모형을 이용한 자료분석

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dc.contributor.advisor이상열-
dc.contributor.author서양주-
dc.date.accessioned2009-12-15T01:50:29Z-
dc.date.available2009-12-15T01:50:29Z-
dc.date.copyright2009.-
dc.date.issued2009-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036596eng
dc.identifier.urihttp://hdl.handle.net/10371/20736-
dc.descriptionThesis(masters) --서울대학교 대학원 :통계학과, 2009.2.en
dc.format.extentii, 25 leavesen
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subjectGARCHen
dc.subjectGARCH processen
dc.subject이분산성en
dc.subjectheteroskedasticityen
dc.subject블랙쇼울즈 모형en
dc.subjectBlack-Scholes modelen
dc.subject가격결정측도en
dc.subjectpricing measureen
dc.subject측도변환en
dc.subjectchange of measureen
dc.subject몬테카를로 시뮬레이션en
dc.subjectMonte Carlo simulationen
dc.titleKOSPI200 call option data analysis using duan GARCH modelen
dc.title.alternativeDuam Garch 모형을 이용한 자료분석en
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeMasteren
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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