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KIM Yong-Jin
Faculty of Business Administration Department of Markets and Management
Professor
Researchmap URL
https://researchmap.jp/read0147191
Researcher information
Research activity information
■ Paper
■ Lectures, oral presentations, etc.
■ Works
- Prepayment behaviors of Japanese residential mortgages
Naoki Kishimoto; Yong-Jin Kim
JAPAN AND THE WORLD ECONOMY, May 2014, [Reviewed] - Effects of stochastic interest rates and volatility on contingent claims
Naoto Kunitomo; Yong-Jin Kim
JAPANESE ECONOMIC REVIEW, Mar. 2007, [Reviewed] - Good-Deal Option Price Bounds for a Nontraded Event with Stochastic Return: A Note
Yong-Jin Kim
Asia-Pacific Financial Markets, 2004, [Reviewed] - Option pricing under stochastic interest rates: An empirical investigation
Yong-Jin Kim
Asia-Pacific Financial Markets, 2002, [Reviewed] - An asymptotic valuation for the option under a general stochastic volatility
Yong-Jin Kim
Journal of the Operations Research Society of Japan, 2002, [Reviewed] - Pricing options under stochastic interest rates: A new approach
Yong-Jin Kim; Naoto Kunitomo
Asia-Pacific Financial Markets, 1999, [Reviewed]
- Float Shifts and Speculative Bubbles
金 瑢晋; Naoki Kishimoto
Unpublished Manuscript, 2008 - A Comparative Analysis on Option Pricing Performances under Alternative Stochastic Volatility Processes
金 瑢晋; Yong-Jin Kim
日本ファイナンス学会第10回大会予稿集, 2002 - An Econometric Analysis of Japanese Derivatives Market
金 瑢晋; Yong-Jin Kim
博士論文（東京大学）, 2002
■ Lectures, oral presentations, etc.
- An Alternative Approach to GARCH Option Pricing with Conditionally Non-Normal Innovations
日本ファイナンス学会, 2006 - 確率的金利とボラティリティの下でのオプション価格付け：確率的割引ファクターによる資産価格付けの観点から
日本ファイナンス学会研究観望会, 2003
■ Works
- Lessons from the Japanese Banking Sector
2003 - 2003 - Lessons from the Japanese Banking Sector
2003 - 2003
