Earticle

초록

영어

In these days, the importance of money is increased. The wise investors want to have an useful tool which provides overall information in Option market. The KOWA system is the useful tool to provide this overall information. It is Ko’s Option Windows Agent that provides overall information from fragmentary data exported by HTS. Conventionally Option Greeks are used for position traders. But they have used the fragmentary Greeks such as delta, gamma, theta, etc. This paper suggests the new parameters extracted by overall view. Those are omega, mu and sigma. It can be extracted by KOWA system on real time. And the methods to compute the new Greeks are also inspected. The examples are appended which are based on real data of Korean Option market. These new Greeks might be very useful to the wise investors. And KOWA system might be a very useful tool.

목차

Abstract
 1. Introduction
 2. KOWA System
  2.1. Index Range
  2.2. Secret Values
 3. New Parameters
  3.1. Overall View
  3.1. The Option Greeks
  3.2. The New Parameters
  3.3. Definitions
 4. Method to Extract New Parameters
  4.1. Exhaust Search Method
  4.2. Efficient Method
 5. Examples
 6. Conclusion
 Acknowledgements
 References

키워드

저자

• Young Hoon Ko [ Hyupsung University ]

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  International Journal of Software Engineering and Its Applications

• 간기

  월간

• pISSN

  1738-9984

• 수록기간

  2008~2016

• 등재여부

  SCOPUS

• 십진분류

  KDC 505 DDC 605