APAD 자료실
Session 8: Credit Derivatives
작성자 관리자
등록일2012.08.26
조회수2623
The Lead-lag Relationships Among Stock Returns, Volatility Index And Sovereign CDS Spreads in Korea Market (Jungsoon Hyun, Naeyoung Kang, Jungmu Kim)
Rethinking Capital Structure Arbitrage (Davide Avino, Emese Lazar)
A Joint Analysis of the Tem Structure of Credit Default Swap Spreads and the Implied Volatility Surface (Jose Da Fonseca, Katrin Gottschalk)
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