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인공 신경망을 이용한 옵션 가격 결정 모형

DC Field Value Language
dc.contributor.advisor조성준-
dc.contributor.author정세희-
dc.date.accessioned2009-11-10T13:59:54Z-
dc.date.available2009-11-10T13:59:54Z-
dc.date.copyright2003.-
dc.date.issued2003-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000057615kor
dc.identifier.urihttps://hdl.handle.net/10371/11855-
dc.description학위논문(석사)--서울대학교 대학원 :산업공학과,2003.kor
dc.format.extentv, 42 장kor
dc.language.isokokor
dc.publisher서울대학교 대학원kor
dc.subjectKOSPI200 옵션kor
dc.subjectKOSPI200 call optionkor
dc.subjectBlack-Scholes formulakor
dc.subject블랙-숄즈 모델kor
dc.subject인공 신경망kor
dc.subjectNeural Networkkor
dc.subjectAutomatic Relevance Determinationkor
dc.subjectBaggingkor
dc.title인공 신경망을 이용한 옵션 가격 결정 모형kor
dc.typeThesis-
dc.contributor.department산업공학과-
dc.description.degreeMasterkor
Appears in Collections:
College of Engineering/Engineering Practice School (공과대학/대학원)Dept. of Industrial Engineering (산업공학과)Theses (Master's Degree_산업공학과)
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