한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
20	Selective Hedging Strategies for Oil Stockpiling(Won-cheol Yun)	관리자	2007.09.14	5524
19	Selective Hedging Strategies for Oil Stockpiling(Won-cheol Yun)	관리자	2007.09.14	5145
18	Calibration of the interest rate models:BDT, HL, String and BGM(Sang Bin Lee, Yoon Seok Choi, Hanki Seong)	관리자	2007.09.14	5549
17	A closed-form multi-factor Binomial interest rate model(Thomas S. Y. Ho)	관리자	2007.09.14	5642
16	What does the maket price risk tell us in the single factor interest rate model?(Joonhee Rhee, Yoon Tae Kim)	관리자	2007.09.14	5636
15	Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market(Keun Ho Hwang, Jangkoo Kang)	관리자	2007.09.14	5774
14	The Implied Volatility of Ausralian Index Options(Sean Dowling, Jayaram Muthuswamy)	관리자	2007.09.14	5832
13	An Analysis Of Variations Of Implied Volatilities Of A Selected Sample of Indian Call Options(Debasis Bagchi)	관리자	2007.09.14	5698
12	Option Pricing under Extended Normal Distribution(Kookhyun Chang, Byungwook Choi, Hosam Ki, Miyoung Lee)	관리자	2007.09.14	5776
11	Pricing TAIEX Options Based on Heston-Nandi Closed-Form GARCH Option Model(Yong-chern Su, Chun-ping Fong)	관리자	2007.09.14	5736
10	Pricing European Options on Stochastically Volatile Assets(Sankarshan Basu, Angelos Dassios)	관리자	2007.09.14	5779
9	International Market Linkages between the U.S. and Korea OTC Futures Markets: Information Transmission from NASDAQ 100 Index Cash and Futures Markets to KOSDAQ 50 Index Cash and Futures Markets(Chan-wung Kim, Gyu-hyun Moon, Chung-hyo Hong)	관리자	2007.09.14	5835
8	International links between the dollar, euro, and yen interest rate swap markets: A new approach using the wavelet multiresolution method(Francis In, Rob Brown)	관리자	2007.09.14	6205
7	The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Markets: A case of the KOSPI200 Index Markets(JangKoo Kang, Soonhee Lee, and Changjoo Lee)	관리자	2007.09.14	6208
6	The Relationship Between Cash and Futures Market in An Emerging Malaysian Economy and The Impact of Financial Crisis on this Relationship(Taufiq Hassan, Shamsher Mohamad)	관리자	2007.09.14	6191