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11 저널기사 Canonical Valuation of Options in the Presence of Stochastic Volatility 미리보기
Gray, P.; Newman, S. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
12 저널기사 Volatility Trade Design 미리보기
Chaput, J. S.; Ederington, L. H. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
13 저널기사 Intradaily Periodicity and Volatility Spillovers Between International Stock Index Futures Markets 미리보기
Wu, C.; Li, J.; Zhang, W. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
14 저널기사 Minimum-Variance Futures Hedging Under Alternative Return Specifications 미리보기
Terry, E. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
15 저널기사 Option Pricing under Extended Normal Distribution 미리보기
Ki, H.; Choi, B.; Chang, K.-H.; Lee, M. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
16 저널기사 Drift Matters: An Analysis of Commodity Derivatives 미리보기
Korn, O. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
17 저널기사 Price Risk in the NYMEX Energy Complex: An Extreme Value Approach 미리보기
Krehbiel, T.; Adkins, L. C. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
18 저널기사 What Moves Option-Implied Bond Market Expectations? 미리보기
Vahamaa, S.; Watzka, S.; Aijo, J. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
19 저널기사 Pricing Foreign Equity Options Under Levy Processes 미리보기
Huang, S.-C.; Hung, M.-W. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
20 저널기사 Derivative Pricing Model and Time-Series Approaches to Hedging: A Comparison 미리보기
Bryant, H. L.; Haigh, M. S. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
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