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- Jang, Hyun Jin
- Risk Analysis Lab.
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| DC Field | Value | Language |
|---|---|---|
| dc.citation.conferencePlace | AT | - |
| dc.citation.title | Quantitative Method in Finance 2014, Sydney | - |
| dc.contributor.author | Jang, Hyunjin | - |
| dc.date.accessioned | 2023-12-19T23:06:32Z | - |
| dc.date.available | 2023-12-19T23:06:32Z | - |
| dc.date.created | 2015-07-01 | - |
| dc.date.issued | 2014-12-17 | - |
| dc.identifier.bibliographicCitation | Quantitative Method in Finance 2014, Sydney | - |
| dc.identifier.uri | https://scholarworks.unist.ac.kr/handle/201301/50805 | - |
| dc.publisher | Quantitative Finance Research Centre | - |
| dc.title | A factor contagion model for portfolio credit derivatives, | - |
| dc.type | Conference Paper | - |
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