Page 1 | Search Results | Journal of Derivatives and Quantitative Studies: 선물연구

1-7 of 7

Sort by

Sort Order Select

Journal Articles

Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument

Woon Wook Jang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (4): 319–331.

https://doi.org/10.1108/JDQS-08-2021-0021

Published: 21 September 2021

View article titled, Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument

Add to Citation Manager for Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument

Journal Articles

On the Theoretical Valuation of V-KOSPI 200 Futures

Young Ho Eom, Woon Wook Jang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (3): 405–424.

https://doi.org/10.1108/JDQS-03-2017-B0004

Published: 31 August 2017

View article titled, On the Theoretical Valuation of V-KOSPI 200 Futures

Add to Citation Manager for On the Theoretical Valuation of V-KOSPI 200 Futures

Journal Articles

A Study on Retail Structured Product Market and Financial Regulation in Korea

Young Ho Eom, Woon Wook Jang, Seunghyun Kim

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (3): 505–524.

https://doi.org/10.1108/JDQS-03-2016-B0006

Published: 31 August 2016

View article titled, A Study on Retail Structured Product Market and Financial Regulation in Korea

Add to Citation Manager for A Study on Retail Structured Product Market and Financial Regulation in Korea

Journal Articles

An Analysis on the Stochastic Process underlying KOSPI200 Index Oprions Focused on Jumps Process

Young Ho Eom, Woon Wook Jang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (2): 183–205.

https://doi.org/10.1108/JDQS-02-2015-B0002

Published: 31 May 2015

View article titled, An Analysis on the Stochastic Process underlying KOSPI200 Index Oprions Focused on Jumps Process

Add to Citation Manager for An Analysis on the Stochastic Process underlying KOSPI200 Index Oprions Focused on Jumps Process

Journal Articles

Understanding the Impact of Monetary Policy in Korea using a Macro-Finance Term Structure Model with

Woon Wook Jang, Jaehoon Hahn

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (2): 161–192.

https://doi.org/10.1108/JDQS-02-2014-B0001

Published: 31 May 2014

View article titled, Understanding the Impact of Monetary Policy in Korea using a Macro-Finance Term Structure Model with

Add to Citation Manager for Understanding the Impact of Monetary Policy in Korea using a Macro-Finance Term Structure Model with

Journal Articles

The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium

Young Ho Eom, Woon Wook Jang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (4): 435–463.

https://doi.org/10.1108/JDQS-04-2013-B0004

Published: 30 November 2013

View article titled, The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium

Add to Citation Manager for The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium

Journal Articles

An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process

Bon Il Ku, Young Ho Eom, Woon Wook Jang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (2): 1–29.

https://doi.org/10.1108/JDQS-02-2007-B0001

Published: 30 November 2007

View article titled, An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process

Add to Citation Manager for An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process

Update search

NARROW

Format

Journal

Type

Date

Availability

Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument

On the Theoretical Valuation of V-KOSPI 200 Futures

A Study on Retail Structured Product Market and Financial Regulation in Korea

An Analysis on the Stochastic Process underlying KOSPI200 Index Oprions Focused on Jumps Process

Understanding the Impact of Monetary Policy in Korea using a Macro-Finance Term Structure Model with

The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium

An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process

Email alerts