• 검색 결과가 없습니다.

A study on one-factor option pricing model and implied systematic risk factor<sup>†</sup>

N/A
N/A
Protected

Academic year: 2021

Share "A study on one-factor option pricing model and implied systematic risk factor<sup>†</sup>"

Copied!
17
0
0

로드 중.... (전체 텍스트 보기)

전체 글

Loading

수치

Figure 4.1 KOSPI 200 index, from July 2014 to June 2016
Figure 4.2 KOSPI 200 index, from Apr 2014 to May 2016
Figure 4.4 Implied systematic risk factor for KOSPI200 201505.
Figure 4.7 Implied systematic risk factor for KOSPI200 201509 ᄀ ᅡ 사 ᆼ승 ᄒ ᅡ는 ᄉ ᅵᄀ ᅵᄋ ᅦ는 ᄌ ᅵᄉ ᅮᄒ ᅡ라 ᆨᄋ ᅦ ᄃ ᅢ하 ᆫ 부 ᆯ확 시 ᆯ서 ᆼᄋ ᅵ 증 ᄀ ᅡ하 ᆷᄋ ᅦ ᄄ ᅡᄅ ᅡ 코 ᆯ오 ᆸ셔 ᆫ은 ᄂ ᅢᄀ ᅡ겨 ᆨᄋ ᅦ ᄃ ᅢ하 ᆫ ᄂ ᅢᄌ ᅢ 벼 ᆫ도 ᆼ성 ᄋ ᅵ 높 ᄀ ᅩ 푸 ᆺ오 ᆸ셔 ᆫ은 ᄋ ᅬᄀ ᅡ겨 ᆨ
+3

참조

관련 문서

Since it is found that the self-regulation counseling program has an positive effect on the reduction of addiction in psychological factor, behavior․social

Background : The E133K genetic variation of AGGF1 gene that is a potent angiogenetic factor have been assumed genetic susceptible factor for Klippel-Trenaunay

Electricity trading pricing among prosumers with game theory-based model in energy blockchain environment.. Rethinking standby and fixed cost charges: regulatory and

Objective :::: The neovascularization is an essential a factor for the growth of solid organ cancer, and especially vascular endothelial growth factor (VEGF)

As the option pricing models to provide a theoretical option values, Black-Scholes and a binomial lattice option pricing models, most widely used, will

[18] performed a similar study on support material and observed that the high loading of Pt-Ru (80 wt%) alloy electrocatalyst sup- ported on acetylene black exhibited

- The probability density function of the Normal distribution is symmetric about its mean value, and this distribution cannot be used to model right-skewed or left- skewed

- The best value of a parameter of a probability distribution should be that value which maximizes the likelihood or joint probability of occurrence of