한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
29	Price Discovery in the Foreign Exchange Futures Market(Yiuman Tse, Ju Xiang, Joseph K.W. Fung)	관리자	2007.09.17	4673
28	Electronic Trading, Transaction Costs and Price Discovery(Siu-kai Choy, Hua Zhang)	관리자	2007.09.17	4656
27	Expiration-Day Effects-an Asian Twist(Joseph K.W. Fung, Haynes H.M. Yung)	관리자	2007.09.17	4490
26	The Days-of-the-Week Effect and LME Metal Market~Nonlinear and Random Shuffling Approach(Tayaka Miyano,Ken-ichi Tatsumi)	관리자	2007.09.17	4662
25	Contrarian Arbitrages and Market Efficiency: Evidence in International Interest Rate Futures Market(Andrew H.Chen, Joseph Kang, Donald Lien, Richard S. Liu)	관리자	2007.09.17	4699
24	Contrarian Arbitrages and Market Efficiency: Evidence in the Index Futures Markets around the Globe(Andrew H. Chen, Joseph Kang, Donald Lien, Richard S. Liu)	관리자	2007.09.17	4598
23	Efficiency of Single-Stock Futures: An Intraday Analysis(Joseph K. W. Fung, Yiuman Tse)	관리자	2007.09.17	4705
22	Derivatives Market in Emerging Economies: Economic Benefits and Challenges(Rahul Singh)	관리자	2007.09.14	4890
21	On the stability of implied probability density functions: Emprical evidence using alternative measures(Byung Jin Kang, Tong Suk Kim)	관리자	2007.09.14	5040
20	Selective Hedging Strategies for Oil Stockpiling(Won-cheol Yun)	관리자	2007.09.14	4914
19	Selective Hedging Strategies for Oil Stockpiling(Won-cheol Yun)	관리자	2007.09.14	4604
18	Calibration of the interest rate models:BDT, HL, String and BGM(Sang Bin Lee, Yoon Seok Choi, Hanki Seong)	관리자	2007.09.14	4975
17	A closed-form multi-factor Binomial interest rate model(Thomas S. Y. Ho)	관리자	2007.09.14	5013
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	5005
15	Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market(Keun Ho Hwang, Jangkoo Kang)	관리자	2007.09.14	5121