한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
74	Risk Minimizing Option Pricing in a Marcov Modulated Market(Amogh Deshpande, Mrinal K.Ghosh)	관리자	2007.09.17	5327
73	Derivative Based Investment Strategies(Dr.N.S.Malik)	관리자	2007.09.17	5224
72	Rethinking the expiration hour effect: A high frequency GARCH analysis(Kotha Kiran Kumar, R.L. Shankar)	관리자	2007.09.17	5257
71	Hedge ratio estimation&Hedging effectiveness of stock and index futures in India(Vishwanathan Iyer)	관리자	2007.09.17	5164
70	A multicommodity model of futures prices: Using futures prices of one commodity to estimate the Stochastic process of another(Gonzalo Cortazar, Carlo Milla, Felipe Severino)	관리자	2007.09.17	5332
69	The effect of initial option listing on stock returns: Evidence from India(Venkata Chakrapani Chaturvedula)	관리자	2007.09.17	5249
68	Relationships between the spot and futures markets in India(Nupur Hetamsaria, Yildiray Yildirim)	관리자	2007.09.17	5397
67	A simple model of the nominal term structure of interest rates(Youngsoo Choi, Tony S. Wirjanto)	관리자	2007.09.17	5433
66	Central counter-party as a vehicle for efficient risk management in the derivatives market(Mr.Siddhartha Roy)	관리자	2007.09.17	5433
65	Deposit insurance, bank competition and risk talking(Kaniska Dam, Santiago Sanchez-pages)	관리자	2007.09.17	5594
64	Measuring CDS rate with copula-dependent default intensity(Jiwook Jang)	관리자	2007.09.17	5727
63	The microfinance collateralized debt obligation: a modern Robin Hood?(Hans Bystrom)	관리자	2007.09.17	5463
62	Credit risk management in greater China(Hans Bystrom)	관리자	2007.09.17	5584
61	Hedging performance of protective puts and covered calls portfolio: A STUDY OF NSE NIFTY OPTIONS(Dr.Dheeraj Misra, Dr.Rajesh Dalmia)	관리자	2007.09.17	5827
60	Efficiency in agricultural commodity futures markets in India: An emprical analysis(Jabir Ali, Kriti Bardhan Gupta)	관리자	2007.09.17	5968