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옵션만기일 KOSPI200 지수 디클러스터링 : KOSPI200 index declustering on option expiration dates
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 오형식 | - |
dc.contributor.author | 성운준 | - |
dc.date.accessioned | 2019-07-09T16:51:43Z | - |
dc.date.available | 2019-07-09T16:51:43Z | - |
dc.date.issued | 2011-02 | - |
dc.identifier.other | 000000030098 | - |
dc.identifier.uri | https://hdl.handle.net/10371/157823 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000030098 | ko_KR |
dc.description | 학위논문 (석사)-- 서울대학교 대학원 : 산업·조선공학부, 2011.2. 오형식. | - |
dc.format.extent | v, 37장 | - |
dc.language.iso | kor | - |
dc.publisher | 서울대학교 대학원 | - |
dc.subject | 디클러스터링 | - |
dc.subject | 주가 핀닝 | - |
dc.subject | 옵션만기 | - |
dc.subject | 델타헤징 | - |
dc.subject | 델타중립 | - |
dc.subject | 미결제약정 | - |
dc.subject | Declustering | - |
dc.subject | Stock pinning | - |
dc.subject | Option expiration | - |
dc.subject | Delta hedging | - |
dc.subject | Delta-neutral | - |
dc.subject | Open interest | - |
dc.title | 옵션만기일 KOSPI200 지수 디클러스터링 | - |
dc.title.alternative | KOSPI200 index declustering on option expiration dates | - |
dc.type | Thesis | - |
dc.type | Dissertation | - |
dc.description.degree | Master | - |
dc.contributor.affiliation | 산업·조선공학부 | - |
dc.date.awarded | 2011-02 | - |
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