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Showing results 8 to 43 of 43

CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY File

Jang, Jiwook , Park, Jong Jun , Jang, Hyun Jin

Article Issue Date2018-11 View8
Contingent convertible bonds with a default risk premium

Jang, Hyunjin , Na, Young Hoon , Zheng, Harry

Conference Paper Issue Date2017-08-30 View8
Contingent convertible bonds with the default risk premium

Jang, Hyunjin , Na, Young Hoon , Zheng, Harry

Conference Paper Issue Date2017-04-25 View8
Contingent convertible bonds with the default risk premium File File

Jang, Hyun Jin , Na, Young Hoon , Zheng, Harry

Article Issue Date2018-10 View16
Derivatives and Role of Quant in Financial Institution

Hyun Jin Jang

Conference Paper Issue Date2014-05-08 View9
Dynamics of systematic and systemic risk in credit indices

최건호 , 최소은 , 장현진

Conference Paper Issue Date2017-10-27 View15
Dynamics of Systematic risk and Systemic risk in CDOs

Jang, Hyun Jin , Choi, So Eun , Choe, Geon Ho

Conference Paper Issue Date2017-06-17 View8
Dynamics of Systematic Risk and Systemic Risk in CDOs

Jang, Hyun Jin , Choe, Geon Ho , Choe, So Eun

Conference Paper Issue Date2017-12-14 View10
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas File

Choe, Geon Ho , Jang, Hyun Jin

Article Issue Date2011-03 View17
Hawkes process-based technology impact analysis File

Jang, Hyunjin , Woo, Hangyun , Lee, Changyong

Article Issue Date2017-05 View10
Hawkes 모형 기반 고빈도매매시장의 시스템위험 측정

장현진

Article Issue Date2023-12 View23
Introduction to Derivatives and Roles as Quants

Hyun Jin Jang

Conference Paper Issue Date2010-12-14 View6
Kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2008-10-24 View10
Mathematics and Quant

Hyun Jin Jang

Conference Paper Issue Date2011-11-18 View8
Measuring systemic risk with a dynamic copula-based approach File

Jang, Hyun Jin , Pan, Xiao , Park, Sumin

Article Issue Date2021-06 View13
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement File

Jang, Hyun Jin , Xu, Zuo Quan , Zheng, Harry

Article Issue Date2024-04 View26
Optimal Market-Making Strategies under Synchronised Order Arrivals with Deep Neural Networks File

Choi, So Eun , Jang, Hyun Jin , Lee, Kyungsub , Zheng, Harry

Article Issue Date2021-04 View7
Optimal market-making strategies under synchronised order arrivals with deep neural networks

Jang, Hyun Jin

Conference Paper Issue Date2022-10-26 View5
Optimal market-making strategies under synchronised order arrivals with deep neural networks

Jang, Hyun Jin , Choi, So Eun , Lee, Kyungsub , Zheng, Harry

Conference Paper Issue Date2021-07-31 View4
Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

장현진 , 최소은 , 이경섭 , Zheng, Harry

Conference Paper Issue Date2020-11-13 View2
Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

Jang, Hyun Jin

Conference Paper Issue Date2020-11-13 View7
Optimal market-making strategies under synchronised order arrivals with deep neural networks.

Choi, So Eun , Jang, Hyun Jin , Lee, Kyungsub , Zheng, Harry

Conference Paper Issue Date2021-10-30 View2
Portfolio credit derivative pricing with heavy-tailed distribution

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-09-25 View10
Pricing arithmetic Asian options under jump diffusion CIR processes File

Park, Jong Jun , Jang, Hyun Jin , Jang, Jiwook

Article Issue Date2020-05 View9
Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Zheng, Harry

Conference Paper Issue Date2016-07-04 View6
Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View8
Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes File

Choe, Geon Ho , Jang, Hyun Jin , Na, Young Hoon

Article Issue Date2019-05 View11
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach File

Jang, Hyun Jin , Lee, Kiseop , Lee, Kyungsub

Article Issue Date2020-02 View10
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes Flocking Model Approach

Jang, Hyun Jin

Conference Paper Issue Date2019-08-13 View7
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin , Lee, Kiseop , Lee, Kyungsub

Conference Paper Issue Date2019-07-16 View6
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-12-18 View7
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-07-21 View7
The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2008-07-15 View10
The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-03-12 View7
The kth default time distribution and basket default swap pricing File

Choe, Geon Ho , Jang, Hyun Jin

Article Issue Date2011-12 View7
Why should we invest in CoCos than stocks? An optimal growth portfolio approach File

Jang, Hyun Jin , Jia, Longjie , Zheng, Harry

Article Issue Date2020-11 View9
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