APAD 자료실
Session 1: Empirical Derivatives Pricing
작성자 관리자
등록일2012.08.26
조회수2689
The Information Content of Option Volatility for Credit Default Swap (Hong-Bae Kim)
The Valuation of Catastrophe Bonds with Exposure to Currency Exchange Risk (Van Son Lai, Mathieu Parcollet, Bernard F. Lamond)
Are Business Cycle, Market Skewness and Correlation Risk Priced in Swap Markets? (A.S.M. Sohel Azad, Jonathan A. Batten, Victor Fang)
Impact of Futures Trading on Spot Markets - An Empirical Analysis of Rubber in India (Akanksha Gupta, Poornima Varma)
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