Publications

Detailed Information

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

DC Field Value Language
dc.contributor.advisor최형인-
dc.contributor.author이지현-
dc.date.accessioned2010-05-10T22:49:42Z-
dc.date.available2010-05-10T22:49:42Z-
dc.date.copyright2010-
dc.date.issued2010-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033069eng
dc.identifier.urihttps://hdl.handle.net/10371/65307-
dc.descriptionThesis(masters) --서울대학교 대학원 :수리과학부,2010.2.en
dc.format.extentiii, 33 leavesen
dc.language.isoenen
dc.publisher서울대학교 대학원en
dc.subject선물지수en
dc.subjectFutrures Indexen
dc.subjectRICIen
dc.subjectRICIen
dc.subject선물계약en
dc.subjectFutures Contractsen
dc.subject롤오버en
dc.subjectRolloveren
dc.subject최적화en
dc.subjectOptimizationen
dc.titleOptimal Rollover Strategy of Futures Contractsen
dc.title.alternative선물 계약에 대한 최적화된 롤오버 전략en
dc.typeThesis-
dc.contributor.department수리과학부-
dc.description.degreeMasteren
Appears in Collections:
Files in This Item:
There are no files associated with this item.

Altmetrics

Item View & Download Count

  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Share