한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
74	Risk Minimizing Option Pricing in a Marcov Modulated Market(Amogh Deshpande, Mrinal K.Ghosh)	관리자	2007.09.17	5348
73	Derivative Based Investment Strategies(Dr.N.S.Malik)	관리자	2007.09.17	5245
72	Rethinking the expiration hour effect: A high frequency GARCH analysis(Kotha Kiran Kumar, R.L. Shankar)	관리자	2007.09.17	5281
71	Hedge ratio estimation&Hedging effectiveness of stock and index futures in India(Vishwanathan Iyer)	관리자	2007.09.17	5200
70	A multicommodity model of futures prices: Using futures prices of one commodity to estimate the Stochastic process of another(Gonzalo Cortazar, Carlo Milla, Felipe Severino)	관리자	2007.09.17	5364
69	The effect of initial option listing on stock returns: Evidence from India(Venkata Chakrapani Chaturvedula)	관리자	2007.09.17	5275
68	Relationships between the spot and futures markets in India(Nupur Hetamsaria, Yildiray Yildirim)	관리자	2007.09.17	5425
67	A simple model of the nominal term structure of interest rates(Youngsoo Choi, Tony S. Wirjanto)	관리자	2007.09.17	5464
66	Central counter-party as a vehicle for efficient risk management in the derivatives market(Mr.Siddhartha Roy)	관리자	2007.09.17	5465
65	Deposit insurance, bank competition and risk talking(Kaniska Dam, Santiago Sanchez-pages)	관리자	2007.09.17	5612
64	Measuring CDS rate with copula-dependent default intensity(Jiwook Jang)	관리자	2007.09.17	5752
63	The microfinance collateralized debt obligation: a modern Robin Hood?(Hans Bystrom)	관리자	2007.09.17	5489
62	Credit risk management in greater China(Hans Bystrom)	관리자	2007.09.17	5604
61	Hedging performance of protective puts and covered calls portfolio: A STUDY OF NSE NIFTY OPTIONS(Dr.Dheeraj Misra, Dr.Rajesh Dalmia)	관리자	2007.09.17	5853
60	Efficiency in agricultural commodity futures markets in India: An emprical analysis(Jabir Ali, Kriti Bardhan Gupta)	관리자	2007.09.17	6000