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