한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
14	The Implied Volatility of Ausralian Index Options(Sean Dowling, Jayaram Muthuswamy)	관리자	2007.09.14	5305
13	An Analysis Of Variations Of Implied Volatilities Of A Selected Sample of Indian Call Options(Debasis Bagchi)	관리자	2007.09.14	5180
12	Option Pricing under Extended Normal Distribution(Kookhyun Chang, Byungwook Choi, Hosam Ki, Miyoung Lee)	관리자	2007.09.14	5240
11	Pricing TAIEX Options Based on Heston-Nandi Closed-Form GARCH Option Model(Yong-chern Su, Chun-ping Fong)	관리자	2007.09.14	5194
10	Pricing European Options on Stochastically Volatile Assets(Sankarshan Basu, Angelos Dassios)	관리자	2007.09.14	5230
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	5308
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	5570
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	5506
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	5545
5	The Effect of the Asian Financial Crisis on Inter-Market Arbitrage Efficiency between individual Stock Futures and Underlying Stocks(Joseph K. W. Fung, Henry M. K. Mok)	관리자	2007.09.14	5554
4	The Impact of Electronic Trading on the Relative Informational Efficiency of Index Futures Market(Joseph K. W. Fung, Li Jiang, Kam C. Chan)	관리자	2007.09.14	5400
3	Herd Behaviors in the Futures Exchange Markets(Seong-min Yoon, Kyungsik Kim, C. Christopher Lee)	관리자	2007.09.14	5316
2	How Electronic Trading Affects Bid-ask Spreads and Arbitrage Efficiency between Index Futures and Options(Kevin H. K. Cheng, Joseph K. W. Fung, Yiuman Tse)	관리자	2007.09.14	5307
1	Financial Innovations and Market Efficiency: The Case of Single Stock Futures(James Ang, Yingmei Cheng)	관리자	2007.09.14	5065