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

DC Field Value Language
dc.contributor.advisor장우진-
dc.contributor.author성현-
dc.date.accessioned2009-11-09T09:37:03Z-
dc.date.available2009-11-09T09:37:03Z-
dc.date.copyright2007.-
dc.date.issued2007-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045698kor
dc.identifier.urihttps://hdl.handle.net/10371/11675-
dc.description학위논문(석사)--서울대학교 대학원 :산업공학과 수리정보전공,2007.kor
dc.format.extent34 장kor
dc.language.isokokor
dc.publisher서울대학교 대학원kor
dc.subjectKOSPI200 지수옵션kor
dc.subjectKOSPI200 index optionskor
dc.subject내재변동성kor
dc.subjectImplied volatilitykor
dc.subject내재변동성함수kor
dc.subjectnet buying volumekor
dc.subject순매수량kor
dc.subjectautocorrelationkor
dc.subject자기상관kor
dc.title기관투자자의 순매수 성향이 내재변동성에 미치는 영향kor
dc.title.alternative(The)Effect of net buying propensity of institutional investors on the implied volatility of index optionskor
dc.typeThesis-
dc.contributor.department산업공학과 수리정보전공-
dc.description.degreeMasterkor
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College of Engineering/Engineering Practice School (공과대학/대학원)Dept. of Industrial Engineering (산업공학과)Theses (Master's Degree_산업공학과)
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