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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

Material type
단행본
Personal Author
구중한.
Corporate Author
한국금융연구원.
Title Statement
Specification testing for risk-neutral and subjective densities using daily options on S&P 500 index futures : working paper / by Junghan Koo.
Publication, Distribution, etc
Seoul :   Korea Institute of Finance ,   2007.  
Physical Medium
60 p. ; 29 cm.
Series Statement
Working paper. Financial economics series (한국금융연구원) ; 2007-5
Bibliography, Etc. Note
Includes bibliographical references (p. 41-45) Includes bibliographical references and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models.
000 01052camuu2200265 a 4500
001 000045445307
005 20080610132722
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

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.0151 K95s Accession No. 111474051 Availability Available Due Date Make a Reservation Service B M

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