한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
44	Dynamic Relation Between the Main Investors’ Net Long Position and Trading Volume of KTB Futures Market(Sang-bum Park)	관리자	2007.09.17	4839
43	Effect of Nascent Market Noise on Stock Price Movement In An Emerging Market(Debasis Bagchi)	관리자	2007.09.17	4810
42	A Study on the Lead and Lag Relationship among Taiwan Stock Index, Futures and Options Markets(Chien, Hsuan-po)	관리자	2007.09.17	5003
41	The Relationship of Price Volatility between TSE Stock Index and TAIFEX Stock Index Futures with Different Maturities(Yung-chang Wang)	관리자	2007.09.17	4697
40	Option-based Dynamic Hedging of Convertible Bond with Credit Risk(Ming-hsiang, Shian-chang Huang, Allen Huang)	관리자	2007.09.17	4665
39	AN IMPROVED APPROACH FOR VALUING AMERICAN OPTIONS AND THEIR GREEKS BY LEAST-SQUARES MONTE CARLO SIMULATION(Youngsoo Choi)	관리자	2007.09.17	4993
38	A Class of Quadratic Options for Exchange Rate Stabilization(Sangwon Suh, Fernando Zapatero)	관리자	2007.09.17	4959
37	Derivative Market and Economic Growth:Relationship and Demand Determinants	관리자	2007.09.17	4850
36	Bond Valuation for log-normal interest rate processes using a conditioning factor approach(Sankarshan Basu)	관리자	2007.09.17	4872
35	Preliminary and incomplete-comments welcome Asset Pricing with Skewed Payouts(Douglas S. Rolph)	관리자	2007.09.17	5007
34	Preliminary and incomplete-comments welcome Asset Pricing with Skewed Payouts(Douglas S. Rolph)	관리자	2007.09.17	4671
33	The Estimation of Local Volatility of Discount Bond with the Method of Dupire(Hajime Fujiwara, Masaaki Kijima, Katsumasa Nishide)	관리자	2007.09.17	4995
32	CreditRisk: Extension and Application(Chul Woo Han)	관리자	2007.09.17	4803
31	The viability and effectiveness of various interest rate and credit derivative products in hedging risks of a residual equity owner in mortgage backed securities(Atual Malik, Manas Gupta, Mudit Mehta)	관리자	2007.09.17	4821
30	Sovereign Credit Default Swaps, Sovereign Debts and Volatility Transmissions across Emerging Market(Francis In, Byoung Uk Kang, Tong Suk Kim)	관리자	2007.09.17	4773