한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
110	The Disposition Effect and Investment Performance in the Futures Market (Hyuk Choe, Yunsung Eom)	관리자	2008.07.14	6132
109	Minimax Asset Price Bounds in Incomplete Markets (Unyong Pyo)	관리자	2008.07.14	5922
108	Market Liquidity and FX Arbitrage in Emerging Markets: Evidence from Hong Kong Tick Data (Wai-Ming Fong, Giorgio Valente, Joseph K.W. Fung)	관리자	2008.07.14	6082
107	Box Spread Arbitrage Efficiency of NIFTY Index Options: The Indian Evidence (Vipul)	관리자	2008.07.14	6343
106	The Effect of Macroeconomic Variables on the Relationship between Futures Trading Activity and Cash Market Volatility (Hsuan-Po Chien, Yung-Chang Wang, Tong-Wei Lin)	관리자	2008.07.14	6117
105	Stock Index Derivatives, IPOs and Japanese Days-of-the-Week Stock Return Patterns (Ken-ichi TATSUMI)	관리자	2008.07.14	6055
104	Google News, Volatility and the Stock Market (HANS BYSTRÖM)	관리자	2008.07.14	5598
103	Herding, learning, and prices (Jin Yoo, Joonhaeng Lee, Kyunghee Lee)	관리자	2008.07.14	5900
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	6267
101	Simple Approximations of the Asian Option: An Alternative Numerical Technique (Sankarshan Basu, Angelos Dassios)	관리자	2008.07.14	5938
100	Valuation of Power Options under Hestons Stochastic Volatility Model(Kyoung-Sook Moon, In-Suk Wee)	관리자	2008.07.14	6166
99	A CLOSED-FORM OPTION VALUATION FORMULA IN MARKOV JUMP DIFFUSION MODELS (CHENG-DER FUH, SHIH-KUEI LIN)	관리자	2008.07.14	6183
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	6108
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	5900
96	Transform approach for operational risk modelling: VaR and TCE (Jiwook Jang, Genyuan Fu)	관리자	2008.07.14	5904