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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
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- Authors
- Advisor
- 장우진
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- KOSPI200 지수옵션 ; KOSPI200 index options ; 내재변동성 ; Implied volatility ; 내재변동성함수 ; net buying volume ; 순매수량 ; autocorrelation ; 자기상관
- Description
- 학위논문(석사)--서울대학교 대학원 :산업공학과 수리정보전공,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045698
https://hdl.handle.net/10371/11675
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