Issues

The Effects of Estimation Methods of Stock Price Volatility on VaR

Dam Cho
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On the Incompleteness of Korean Stock Index Options Market

Jung Soon Hyun; Byung Kun Rhee
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An Empirical Analysis of the Arbitrage Opportunities in the KOSPI200 Futures and Options Markets

Kee Hong Bae; Su Jae Chang; Jin Wan Cho
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A Comparative Analysis of Hedging Effectiveness of Won/Dollar Futures and NDF Contracts

Won Cheol Yun; Hyun Jin An
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Estimating and Forecasting the Term Structure of Korea Markets Using the Nelson-Siegel Model

Joon Haeng Lee
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The Valuation of the Electricity Future Contract Under Weather Uncertainty

Shi Yong Yoo
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Derivatives Pricing in the Positive Interest Rates

Joon Hee Rhee
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