APAD 자료실
APAD 2025 Session 1 - 3
작성자 관리자
등록일2025.08.03
조회수415
1-1_The factor structure of short maturity options.pdf
1-2_Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia.pdf
1-3_Forecasting Implied Volatility Surface Integrating Macroeconomic Data into Option Pricing Models.pdf.pdf
2-1_The Bright Side of Asset Complexity Evidence from Corporate Bond Markets.pdf
2-3_Betting on Bond Ratings Disagreement.pdf
3-1_Stock Tribes Social Identity in Online Stock Communities.pdf
3-2_Market Risk Premium A Single Optimal Predictive Factor in High Dimension.pdf
3-3_Decentralized and Centralized Options Trading A Risk Premia Perspective.pdf
Session 1 Derivatives
The Factor Structure of Short
Maturity Options Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia
Forecasting Implied Volatility Surface: Integrating Macroeconomic Data into Option Pricing Models
Session 2 Fixed Income
The Bright Side of Asset Complexity: Evidence from Corporate Bond Markets
The Growing Index Effect in the Corporate Bond Market
Betting on Bond Ratings Disagreement
Session 3 Blockchain & AI
Stock Tribes: Social Identity in Online Stock Communities
Market Risk Premium: A Single Optimal Predictive Factor in High Dimension
Decentralized and Centralized Options Trading: A Risk Premia Perspective
