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Specification testing for risk-neutral and subjective densities using daily options on S&P 500 index futures : working paper

Specification testing for risk-neutral and subjective densities using daily options on S&P 500 index futures : working paper

자료유형
단행본
개인저자
구중한.
단체저자명
한국금융연구원.
서명 / 저자사항
Specification testing for risk-neutral and subjective densities using daily options on S&P 500 index futures : working paper / by Junghan Koo.
발행사항
Seoul :   Korea Institute of Finance ,   2007.  
형태사항
60 p. ; 29 cm.
총서사항
Working paper. Financial economics series (한국금융연구원) ; 2007-5
서지주기
Includes bibliographical references (p. 41-45) Includes bibliographical references and index.
일반주제명
Finance -- Mathematical models.
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001 000045445307
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008 070921s2007 ko b 000 0 eng d
035 ▼a (KERIS)BIB000011201000
040 ▼a 222001 ▼c 222001 ▼d 211029 ▼d 211009
082 0 4 ▼a 332.0151 ▼2 22
090 ▼a 332.0151 ▼b K95s
100 1 ▼a 구중한.
245 1 0 ▼a Specification testing for risk-neutral and subjective densities using daily options on S&P 500 index futures : ▼b working paper / ▼c by Junghan Koo.
260 ▼a Seoul : ▼b Korea Institute of Finance , ▼c 2007.
300 ▼a 60 p. ; ▼c 29 cm.
490 1 ▼a Working paper. ▼p Financial economics series (한국금융연구원) ; ▼v 2007-5
504 ▼a Includes bibliographical references (p. 41-45)
504 ▼a Includes bibliographical references and index.
650 0 ▼a Finance ▼x Mathematical models.
710 2 ▼a 한국금융연구원.
830 0 ▼a 한국금융연구원 Working paper. ▼p Financial economics series; ▼v 2007-05
900 1 ▼a Ku, Chung-han.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.0151 K95s 등록번호 111474051 도서상태 대출가능 반납예정일 예약 서비스 B M

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