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2022-01-31
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å , 濵 о а л 2023 3 帮ũ ǥع ü踦 ְ ϰ, Ϸ ü踦 ýȭϴ Ǵ ̽鿡 ذ Ұϰ Ѵ. 2.5 ǥع ü Ǹ ƴ϶ ھ ϴ ǰ ־ 3 ǥع ھ ü ȭ δ. ̷ ǥع ý ø ϴ κ̾ ǥع Ʈ̵ ǿ  ü ã ʴ. ̿ å ü ʸ 帮ũ ں ⵵ м ְ Ѵ. , 忡 ִ ǥع ƴ Ϲ ִ ϰ Ѵ. ƴ ̷ ԵǾ, ̷  , ٴܰ迡 Ǵ ڿ ǹ̰ ϴ ǰ Ѵ.

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Fundamental Review of the Trading Book TF
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A First-Passage-Time Model under Regime-Switching Market Environment, Journal of Banking and Finance, 32(12), 2617-2627, 2008. (SSCI)
ȭſƮ , 繫, 20(1), 1-33, 2007.
Historical Credit Portfolio Loss Distribution: Using Expected Default Frequency,Asia-Pacific Journal of Financial Studies, 35(5), 109-136, 2006. (SSCI)
ռ㺸ǿ , , 14(1), 127-168, 2006.
Default Correlation Dynamics with Business Cycle and Credit Quality Changes, Journal of Derivatives, 13(1), 8-27, 2005. (SSCI)
Credit Default Swap Valuation with Counterparty Default Risk and Market Risk, Journal of Risk, 6(2), 49-80, 2003/04. (SSCI)
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