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검색리스트 테이블
No	서명	저자	발행처	원문제공시작년
461	Hedging under model misspecification: All risk factors are equal, but some are more equal than others -	Branger, N.; Krautheim, E.; Schlag, C.; Seeger, N.	John Wiley & Sons, Ltd	2012

462	Types of liquidity and limits to arbitrage-the case of credit default swaps	Bhanot, K.; Guo, L.	John Wiley & Sons, Ltd	2012

463	Options on federal funds futures and interest rate volatility	Sultan, J.	John Wiley & Sons, Ltd	2012

464	Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market	Wu, T. L.	John Wiley & Sons, Ltd	2012

465	Quantitative impact of correlation errors on basket options with time-varying correlations	Wong, A. S.	John Wiley & Sons, Ltd	2012

466	The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated	Juhl, T.; Kawaller, I. G.; Koch, P. D.	John Wiley & Sons, Ltd	2012

467	Time-varying jump risk premia in stock index futures returns	Chan, W. H.; Feng, L.	John Wiley & Sons, Ltd	2012

468	Equity volatility, bond yields, and yield spreads	Jubinski, D.; Lipton, A. F.	John Wiley & Sons, Ltd	2012

469	An analytical formula for VIX futures and its applications	Zhu, S. P.; Lian, G. H.	John Wiley & Sons, Ltd	2012

470	Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China	Yang, J.; Yang, Z.; Zhou, Y.	John Wiley & Sons, Ltd	2012

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