Scholarworks@UNIST

Park, Jong Jun , Jang, Hyun Jin

Conference Paper Issue Date2017-11-10 View5

A factor contagion model for portfolio credit derivatives File

Choe, Geonho , Jang, Hyunjin , Kwon, Soonwon

Article Issue Date2015-09 View7

A factor contagion model for portfolio credit derivatives,

Jang, Hyunjin

Conference Paper Issue Date2014-12-17 View5

An analytic approach to network-based modelling for contagious defaults File

Article Issue Date2022-02 View2

Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness File

Choe, Geon Hi , Choi, So Eun , Jang, Hyunjin

Article Issue Date2020-11 View7

Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness

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

Conference Paper Issue Date2018-07-16 View14

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 View5

Contingent convertible bonds with a default risk premium

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

Conference Paper Issue Date2017-08-30 View4

Contingent convertible bonds with the default risk premium

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

Conference Paper Issue Date2017-04-25 View4

Contingent convertible bonds with the default risk premium File File

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

Article Issue Date2018-10 View13

Derivatives and Role of Quant in Financial Institution

Choe, Geon Ho , Jang, Hyun Jin

Conference Paper Issue Date2014-05-08 View4

Dynamics of systematic and systemic risk in credit indices

최건호 , 최소은 , 장현진

Conference Paper Issue Date2017-10-27 View4

Dynamics of Systematic risk and Systemic risk in CDOs

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

Conference Paper Issue Date2017-06-17 View4

Dynamics of Systematic Risk and Systemic Risk in CDOs

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

Conference Paper Issue Date2017-12-14 View5

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas File

Article Issue Date2011-03 View8

Hawkes process-based technology impact analysis File

Jang, Hyunjin , Woo, Hangyun , Lee, Changyong

Article Issue Date2017-05 View6

Hawkes 모형 기반 고빈도매매시장의 시스템위험 측정

장현진

Article Issue Date2023-12 View21

Introduction to Derivatives and Roles as Quants

Conference Paper Issue Date2010-12-14 View2

Kth default time distribution and basket default swap pricing

Conference Paper Issue Date2008-10-24 View5

Mathematics and Quant

Optimal market-making strategies under synchronised order arrivals with deep neural networks

Conference Paper Issue Date2011-11-18 View4

Measuring systemic risk with a dynamic copula-based approach File

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

Article Issue Date2021-06 View9

Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement File

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

Article Issue Date2024-04 View22

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 View6

Optimal market-making strategies under synchronised order arrivals with deep neural networks

Conference Paper Issue Date2022-10-26 View5

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

Conference Paper Issue Date2021-07-31 View2

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

Optimal market-making strategies under synchronised order arrivals with deep neural networks.

Conference Paper Issue Date2020-11-13 View5

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

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes Flocking Model Approach

Conference Paper Issue Date2009-09-25 View5

Pricing arithmetic Asian options under jump diffusion CIR processes File

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

Article Issue Date2020-05 View6

Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

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

Conference Paper Issue Date2016-07-04 View3

Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View3

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 View4

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 View8

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Conference Paper Issue Date2019-08-13 View4

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

Conference Paper Issue Date2019-07-16 View2

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Conference Paper Issue Date2019-12-18 View6

Conference Paper Issue Date2019-07-21 View4

The kth default time distribution and basket default swap pricing

Conference Paper Issue Date2008-07-15 View5

The kth default time distribution and basket default swap pricing