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Optimal Rollover Strategy of Futures Contracts
선물 계약에 대한 최적화된 롤오버 전략

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Authors
이지현
Advisor
최형인
Issue Date
2010
Publisher
서울대학교 대학원
Keywords
선물지수Futrures IndexRICIRICI선물계약Futures Contracts롤오버Rollover최적화Optimization
Description
Thesis(masters) --서울대학교 대학원 :수리과학부,2010.2.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033069

https://hdl.handle.net/10371/65307
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College of Natural Sciences (자연과학대학)Dept. of Mathematical Sciences (수리과학부)Theses (Master's Degree_수리과학부)
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