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2010 Asia Pacific Association of Derivatives

posted Sep 15, 2015, 6:50 PM by FIRM Lab   [ updated Sep 15, 2015, 7:40 PM ]
Kyeongtae Kim presented the paper entitled "A Simple Iterative Method for the Valuation of American Options" on 27th Aug. 2010 in Busan, Korea. 

Seyoung Park dicussed the paper entitled "The Performance of Traders' Rules in Option Market in terms of the Rollover Effect and Information Stability" on 27th Aug. 2010 in Busan, Korea.

Hyuntak Lee discussed the paper entitled " Impact of MAcroeconomic News Announcements on the Risk-neutral Distribution: Evidence from KOSPI200 Intraday Options Data" on 27th Aug. 2010 in Busan, Korea.
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