APAD Conference Archive
Session 1: Empirical Derivatives Pricing
Writer 관리자
Date2012.08.26
Hit2752
1-1. hongbae_kim.pdf
1-2. xcatbond_PPL_June2012.pdf
1-3. Pricing US Swaps APAD 2012.pdf
1-4. gupta_varma.pdf
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)
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)