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Essays on relations among credit default swap, equity put option and macroeconomic condition = 신용 부도 스왑, 주식 풋옵션 및 거시경제 조건 간 관계에 대한 연구link Park, Yuen-Jung; 박윤정; et al, 한국과학기술원, 2012 |
The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads* Park, Yuen-Jung; Kim, Tong-Suk, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.4, pp.491 - 516, 2012-08 |
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis Kim, Tong-Suk; Park, Yuen-Jung; Noh, Jae-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.6, pp.518 - 554, 2013-06 |
부도 상관관계를 고려한 채권 담보부 증권(CBO) 가격 결정의 실증 연구 : the First Passage Time 모형을 중심으로 = An empirical study on a valuation of Collateralized Bond Obligations(CBO) with default correlation : based on the First Passage Time Modellink 박윤정; Park, Yuen-Jung; et al, 한국과학기술원, 2002 |
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