한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
104	Google News, Volatility and the Stock Market (HANS BYSTRÖM)	관리자	2008.07.14	5194
103	Herding, learning, and prices (Jin Yoo, Joonhaeng Lee, Kyunghee Lee)	관리자	2008.07.14	5434
102	Using a LIBOR Market Model with Jump Risk to Price Quanto Range Accrual Interest Rate Swap (Shih-Kuei Lin, Shin-Yun Wang, Carl R. Chen)	관리자	2008.07.14	5784
101	Simple Approximations of the Asian Option: An Alternative Numerical Technique (Sankarshan Basu, Angelos Dassios)	관리자	2008.07.14	5444
100	Valuation of Power Options under Hestons Stochastic Volatility Model(Kyoung-Sook Moon, In-Suk Wee)	관리자	2008.07.14	5658
99	A CLOSED-FORM OPTION VALUATION FORMULA IN MARKOV JUMP DIFFUSION MODELS (CHENG-DER FUH, SHIH-KUEI LIN)	관리자	2008.07.14	5667
98	HEDGING EFFECTIVENESS AND OPTIMAL HEDGE RATIO IN INDIAN STOCK AND COMMODITY DERIVATIVES MARKETS: A VAR-MGARCH APPROACH (BRAJESH KUMAR, PRIYANKA SINGH)	관리자	2008.07.14	5617
97	Trading Volume as Determinant of Dynamic Extreme Value at Risk in Futures Markets (Ming-hsiang Huang, Jiun-ju Chen, I-Chun Chiang)	관리자	2008.07.14	5377
96	Transform approach for operational risk modelling: VaR and TCE (Jiwook Jang, Genyuan Fu)	관리자	2008.07.14	5377
95	Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings (Nabil Maghrebi, MooSung Kim)	관리자	2008.07.14	5147
94	Forecasting the long memory properties in volatility: Evidence from Korean and Austrian futures markets (Sang Hoon Kang, Seong-Min Yoon)	관리자	2008.07.14	5035
93	VOLATILITY MODELING, SEASONALITY AND RISK-RETURN RELATIONSHIP IN GARCH-IN-MEAN FRAMEWORK: THE CASE OF INDIAN STOCK AND COMMODITY MARKETS (BRAJESH KUMAR, PRIYANKA SINGH)	관리자	2008.07.14	5015
92	The Maturity Structure of Corporate Risk Management (PETER MACKAY, SARA B. MOELLER)	관리자	2008.07.14	4965
91	Credit Analysis of Corporate Credit Portfolios-A Cash Flow Based Conditional Independent Default Approach (Hsien-hsing Liao, Tsung-kang Chen)	관리자	2008.07.14	5003
90	Are Credit Spreads Too Low or Too High? - A Hybrid Barrier Option Approach (William T. Lin, David S. Sun)	관리자	2008.07.14	5010