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Showing results 1 to 12 of 12

Issue DateTitleAuthor(s)TypeView
2015-09A factor contagion model for portfolio credit derivativesChoe, Geonho; Jang, Hyunjin; Kwon, SoonwonARTICLE1770
2014-12-17A factor contagion model for portfolio credit derivatives,Jang, HyunjinCONFERENCE2
2020-11Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousnessChoe, Geon Hi; Choi, So Eun; Jang, HyunjinARTICLE584
2017-08-30Contingent convertible bonds with a default risk premiumJang, Hyunjin; Na, Young Hoon; Zheng, HarryCONFERENCE38
2017-04-25Contingent convertible bonds with the default risk premiumJang, Hyunjin; Na, Young Hoon; Zheng, HarryCONFERENCE44
2017-05Hawkes process-based technology impact analysisJang, Hyunjin; Woo, Hangyun; Lee, ChangyongARTICLE1158
2008-10-24Kth default time distribution and basket default swap pricingJang, Hyunjin; Choe, Geon HoCONFERENCE47
2009-09-25Portfolio credit derivative pricing with heavy-tailed distributionJang, Hyunjin; Choe, Geon HoCONFERENCE40
2016-07-04Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default RiskJang, Hyunjin; Na, Young Hoon; Zheng, HarryCONFERENCE39
2016-07-19Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default RiskJang, Hyunjin; Na, Young Hoon; Harry ZhengCONFERENCE34
2008-07-15The kth default time distribution and basket default swap pricingJang, Hyunjin; Choe, Geon HoCONFERENCE47
2009-03-12The kth default time distribution and basket default swap pricingJang, Hyunjin; Choe, Geon HoCONFERENCE41
Showing results 1 to 12 of 12

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