한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
44	Dynamic Relation Between the Main Investors’ Net Long Position and Trading Volume of KTB Futures Market(Sang-bum Park)	관리자	2007.09.17	4868
43	Effect of Nascent Market Noise on Stock Price Movement In An Emerging Market(Debasis Bagchi)	관리자	2007.09.17	4838
42	A Study on the Lead and Lag Relationship among Taiwan Stock Index, Futures and Options Markets(Chien, Hsuan-po)	관리자	2007.09.17	5034
41	The Relationship of Price Volatility between TSE Stock Index and TAIFEX Stock Index Futures with Different Maturities(Yung-chang Wang)	관리자	2007.09.17	4726
40	Option-based Dynamic Hedging of Convertible Bond with Credit Risk(Ming-hsiang, Shian-chang Huang, Allen Huang)	관리자	2007.09.17	4694
39	AN IMPROVED APPROACH FOR VALUING AMERICAN OPTIONS AND THEIR GREEKS BY LEAST-SQUARES MONTE CARLO SIMULATION(Youngsoo Choi)	관리자	2007.09.17	5024
38	A Class of Quadratic Options for Exchange Rate Stabilization(Sangwon Suh, Fernando Zapatero)	관리자	2007.09.17	4986
37	Derivative Market and Economic Growth:Relationship and Demand Determinants	관리자	2007.09.17	4877
36	Bond Valuation for log-normal interest rate processes using a conditioning factor approach(Sankarshan Basu)	관리자	2007.09.17	4902
35	Preliminary and incomplete-comments welcome Asset Pricing with Skewed Payouts(Douglas S. Rolph)	관리자	2007.09.17	5038
34	Preliminary and incomplete-comments welcome Asset Pricing with Skewed Payouts(Douglas S. Rolph)	관리자	2007.09.17	4701
33	The Estimation of Local Volatility of Discount Bond with the Method of Dupire(Hajime Fujiwara, Masaaki Kijima, Katsumasa Nishide)	관리자	2007.09.17	5020
32	CreditRisk: Extension and Application(Chul Woo Han)	관리자	2007.09.17	4829
31	The viability and effectiveness of various interest rate and credit derivative products in hedging risks of a residual equity owner in mortgage backed securities(Atual Malik, Manas Gupta, Mudit Mehta)	관리자	2007.09.17	4850
30	Sovereign Credit Default Swaps, Sovereign Debts and Volatility Transmissions across Emerging Market(Francis In, Byoung Uk Kang, Tong Suk Kim)	관리자	2007.09.17	4803