Ⅰ. 통계적 자료 분석
1.기본개념
1)빈도분포 (Frequency distribution)
(1) 개념
어떤 집단에서 측정치를 그 집단의 의미있는 특징을 밝히기 위해 수치들을 정리하게 된다. 이런 수치들의 정리는 여러 가지 통계적 처리를 간편하게 해주며, 연구보고서나 논문에서 원자료를 대신해서 매우 의미있는 역할을
I Model Specification
A casual relation among damage amount of traffic accident being occurred on the highway, factors affected to traffic accident, such as climate, time, and attribute of driver that can be identified during the process of accident investigation, damaged facility, casualties and surrounding situation will be verified using multiple linear regression analysis. Regarding damage
1.1 Study Designs
․Retrospective Studies
․Prospective Studies
※ Survival Analysis
; Deals with analysis of data that have "time to an event".
※ Survival time
; Time until an event occurs.
※ Event
; a. relapse of a disease
b. death
c. response to a treatment
; Economical,
To obtain answers quickly because the cas
1. Motivation
2. Black Scholes Option Pricing Model
Options
5 factors
Assumptions
Caculation of Black-Scholes Model
Understanding B-S formula
Understanding B-S formula
Extracting sample data
Materialization of B-S model
Deriving B-S option price
Multiple Regression Model – Con’td
Comparison : Real Call option price & Regression & Black-Scholes Model