Browse "College of Business(경영대학)" by Author 1335
Showing results 1 to 19 of 19
| A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing Kim, J.S.; Byun, Suk Joon, 2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005, v.2, pp.1040 - 1044, IEEE, 2005-09-02 |
| Analytic Approximations for Valuing Ratchet Caps in the LIBOR Market Model Byun, Suk Joon, Asian Finance Association conference, 2004 |
| Analytic Approximations for Valuing Ratchet Caps in the LIBOR Market Model 변석준, Fourth Proceedings of Korean Securities Association, Korean Securities Association, 2003 |
| Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put Byun, Suk Joon, Bachelier Finance Society 4th World Congress, Bachelier Finance Society, 2006-11 |
| Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put Byun, Suk Joon, Asian Finance Association conference, 2006 |
| Closed-form upper bounds for the optimal exercise boundary of American put 변석준, 한국산업응용수학회 학술대회, 한국산업응용수학회, 2006 |
| Forecasting Future Volatility from Option Prices under the Stochastic Volatility Model 변석준; 김솔; 이동우, 재무관련 5개학회 공동학술연구발표회, 한국증권학회, 2009 |
| Foreign Investors and Corporate Governance in Korea Byun, Suk Joon; Kim, IJ; Kim, J.E.; Kim, WS, European Financial Management Conference, 2005 |
| Foreign Investors and Corporate Governance in Korea Byun, Suk Joon; Kim, WS; Kim, J.E.; Kim, IJ, Multinational Finance Society conference, 2005 |
| Improving the predictability of stock market returns with the growth of options open interest Byun, Suk Joon; Kim, Jun Sik, 2013 FMA Annual Meeting, Financial Management Association, 2013-10-17 |
| Is Stochastic Volatility always Priced on Index Options? Byun, Suk Joon; Yoon, Sun Joong, Asia Pacific Association of Derivatives 5th Conference, 2008-02 |
| Is Stochastic Volatility Priced on KOSPI 200 Index Options? 변석준; 윤선중, 2007년 한국증권학회 제2차 학술발표회 , 한국증권학회, 2007-05 |
| KOSPI 200 지수 옵션 시장의 변동성 스프레드와 위험회피도 변석준; 윤선중; 강병진, 경영관련학회 통합학술대회, 한국재무학회, 2007 |
| New Bounds on American Option Prices Byun, Suk Joon; Kim, In Joon; Chang, Geun Hyuk, Bachelier Finance Society 5th World Congress, 2008 |
| New Bounds on American Option Prices Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, 2008 China International Conference, 2008 |
| New Bounds on American Option Prices Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, Korean Academic Society of Business Administration, pp.1 - 32, Korean Academic Society, 2007-05 |
| The Difference of Implied Risk Aversions across International Options Markets and Individual Investors 윤선중; 변석준, 한국재무학회 2008 학술발표회 , 한국재무학회, 2008-05 |
| WKB 근사 방법을 이용한 몬테 카를로 시뮬레이션 민감도 계산 변석준; 김준식, 2008년 한국 파생상품학회 추계 학술연구 발표회, 한국파생상품학회, 2008-11-28 |
| 칼만필터/QML을 이용한 다요인 선형 이자율 기간구조모형의 추정 및 적합성 비교 변석준; 이진태, 한국금융학회 2008년도 정기학술대회, 한국금융학회, 2008-06-20 |
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