연구활동 Research activities
- 논문
- [국외]
-
An Empirical Study of Credit Spreads in an Emerging Market: The case of Korea,
Pacific-Basin Finance Journal 21
(2013)
-
The Pricing of Foreign Currency Options under Jump-Diffusion Processes,
Journal of Futures Markets 27-7
(2007)
-
The Effects of Jump Rsks associated with the Deafault rate,
Journal of Risk 7-3
(2005)
- [국내]
-
The Cost of Deposit Insurance under Systematic Jump Risks,
금융연구 31
(2017)
-
The Pricing of Bond Futures Options,
金融工學硏究(금융공학연구) 16
(2017)
-
The Pricing of Option on Bond Forwards,
Seoul Journal of Economics 18-4
(2005)
- 학술발표
-
Transaction Costs and the Arbitrage Pricing Theory,
2005년도추계학술발표대회(한국재무관리학회)(한국재무관리학회),
2005-11
-
The Pricing of Foreign Currency Options under Jump-Diffusion Processes,
2005 경영관련학회 통합학술대회(한국경영학회)(한국경영학회),
2005-08