Ⅰ. 서 론
분석목적
우리의 분석목적은 크게 두 가지이다. 하나는 “기초자산가격 변동성에 따른 옵션 가격예측력 비교”이며, 다른 하나는 “통계적모형을 통해 옵션투자전략을 짜보는 것”이다. 우리나라에서 거래가 활발히 이루어지는 옵션은 ‘KOSPI200 옵션’이기에 KOSPI200 옵션 시장을 배경으
Korean Air is the largest airline and flag carrier of South Korea.
Korean Air serves 99 destinations across 6 continents.
It is a major player in Asian aviation and the largest carrier between North America and Asia. Its cargo division, Korean Air Cargo, is the third largest cargo airline in the world.
Established in 1977, Pantos now has become domestic company which has largest quantity of
Ⅱ. Analysis & Valuation process
Cost of Equity
The cost of equity is a key ingredient of every discounted cash flow model. It is difficult to estimate because it is an implicit cost and can vary widely across different investors in the same company.
① Risk Free Rate
There can be no default risk, which generally implies that the security has to be issued by a government. Note, though,
Ⅱ. SIF를 이용한 포트폴리오의 관리전략
1. 주식포트폴리오의 가격변동 위험 헷지
주식포트폴리오를 보유하고 있는 기관 투자가는 시장상황에 따라 주식시장과 채권시장을 이용하여 적절한 자산배분을 하므로서, 시장가격 변동에 따른 위험을 헷지할 수 있다. 그러나 많은 주식포트폴리오
1 Pre-recession conditions
유가 폭등은 곡물가걱 인상으로 이어 집니다. 유가가 폭등하면 세계곡물의 최대 생산지인 남미에서는 기름의 대체제인 에탄올의 사용이 증가 하게 됩니다. 에탄올은 수수, 사탕수수, 옥수수등을 통해 만들어 지는데 이렇게 곡물들을 에탄올 만드는데 써버리기 때문에 사람들이 먹
forecasting due to consumers′ fast-changing lifestyle on fashion, changes in consumer behavior, and the segmentation of the fashion market. To cope with this harsh reality, many fashion enterprises have paid much attention to the SPA (Specialty Retailer′s Store of Private Label Apparel) brand as a promising fashion marketing strategy in terms of which they can survive in the extremely competi
KDI는 한국의 2024년 경제성장률을 2.2%로 하향조정함
The state-run Korea Development Institute brought down the economic growth forecast for 2024 to 2.2 percent and 1.4 percent in 2023, slashing 0.1 percentage point each from the previous projections made in August, citing slowed growth of private consumption stemming from high rates
국책연구기관인 한국개발연구
BOK hints on interest rate hikes for 2023 (한국은행 2023년 금리 지속 인상 시사)
The Bank of Korea put forward price stability as its major commitment for next year, hinting on further hikes of its key rate to fight ongoing inflation.
The central bank released a report on its monetary policy for next year on Friday, suggesting forecasts on the economic outlooks in and out Korea. The b
1. Introduction
Recently dollar's price is really volatile. This means credit of dollar is declined. That's why other currencies are trying to become a key currency. Especially some researchers insist that Yuan has a potentiality to become a key currency. So, our group will treat about this subject mainly.
2.Concept and meaning of currency internationalization
1) Conditions of currency int
hiring and has fal-tered now that the surplus of management talent has eroded. the second, common only among large, older co,panies, relies on complex and bureaucratic models from the 1950s for rorecasting and succession planning-legacy systems thea grew up in an era when business was highly predictable and that fail mow because they are inaccurate and costly in a more volatile environment.