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College of Natural Sciences (자연과학대학)
Dept. of Mathematical Sciences (수리과학부)
Theses (Master's Degree_수리과학부)
Optimal Rollover Strategy of Futures Contracts
선물 계약에 대한 최적화된 롤오버 전략
- Authors
- 이지현
- Advisor
- 최형인
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 선물지수 ; Futrures Index ; RICI ; RICI ; 선물계약 ; Futures Contracts ; 롤오버 ; Rollover ; 최적화 ; Optimization
- 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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