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Items for Author "Kwok, Yue Kuen"

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Date of IssueTitle Authors
2001 Pricing algorithms for options with exotic path-dependenceKwok, Yue Kuen; Lau, Ka Wo
20-Jan-2001 Optimal shouting policies of options with shouting rightsDai, Min; Kwok, Yue Kuen; Wu, Lixin
Dec-2001 Pricing algorithms of multivariate path dependent optionsKwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka Wo
24-Jan-2002 Global convertible marketsKwok, Yue Kuen
24-Jan-2002 Defaultable convertible bonds : binomial calculationsKwok, Yue Kuen
24-Jan-2002 Anatomy of convertible bondsKwok, Yue Kuen
24-Jan-2002 Related types of equity-linked securitiesKwok, Yue Kuen
24-Jan-2002 Characteristics of convertible bonds : equity + bondKwok, Yue Kuen
24-Jan-2002 Mortgage loans and mortgage-backed securitiesKwok, Yue Kuen
24-Jan-2002 Caps and swapsKwok, Yue Kuen
24-Jan-2002 Duration and portfolio immunizationKwok, Yue Kuen
24-Jan-2002 Yield curves and term structure theoryKwok, Yue Kuen
24-Jan-2002 Bonds and yield to maturityKwok, Yue Kuen
24-Jan-2002 Pricing of credit derivativesKwok, Yue Kuen
24-Jan-2002 Credit derivativesKwok, Yue Kuen
24-Jan-2002 CreditRisk+Kwok, Yue Kuen
24-Jan-2002 CreditMetricsKwok, Yue Kuen
24-Jan-2002 Portfolio loss distributionKwok, Yue Kuen
24-Jan-2002 Nature of credit riskKwok, Yue Kuen
24-Jan-2002 Jarrow-Lando-Turnbull modelKwok, Yue Kuen
24-Jan-2002 Reduced form modelsKwok, Yue Kuen
24-Jan-2002 Moody's public firm risk modelKwok, Yue Kuen
24-Jan-2002 KMV modelKwok, Yue Kuen
24-Jan-2002 Default correlationKwok, Yue Kuen
24-Jan-2002 Merton's modelKwok, Yue Kuen
25-Jan-2002 Convertible strategiesKwok, Yue Kuen
Dec-2002 Optimal shouting policies of options with reset rightsKwok, Yue Kuen; Dai, Min; Wu, Lixin
2003 Optimal shouting policies of options with strike reset rightDai, Min; Kwok, Yue Kuen; Wu, Lixin
2003 A tale of two options: employee reload options and shout call optionsDai, Min; Kwok, Yue Kuen
2003 Valuing employee reload options under time vesting requirementDai, Min; Kwok, Yue Kuen
2003 Integral price formulas for lookback optionsXu, Chenglong; Kwok, Yue Kuen
2003 Quanto lookback optionsKwok, Yue Kuen; Dai, Min; Wong, Hoi Ying
2003 Optimal calling policies in convertible bondsLau, Ka Wo; Kwok, Yue Kuen
31-Jul-2003 Shout optionsKwok, Yue Kuen
31-Jul-2003 Double barrier optionsKwok, Yue Kuen
31-Jul-2003 Compound optionsKwok, Yue Kuen
31-Jul-2003 Credits risk of swapsKwok, Yue Kuen
12-Aug-2003 A tale of two options : employee reload options and shout call optionsKwok, Yue Kuen
12-Aug-2003 Free boundary value problems in financeKwok, Yue Kuen
12-Aug-2003 American quanto lookback optionsKwok, Yue Kuen
12-Aug-2003 Multi-state lookback optionsKwok, Yue Kuen; Wong, Hoi Ying; Dai, Min
12-Aug-2003 Numerical algorithms for free boundary value problems in financeKwok, Yue Kuen
12-Aug-2003 Financial economicsKwok, Yue Kuen
16-Sep-2003 American currency forwardKwok, Yue Kuen; Lau, Ka Wo
16-Sep-2003 Interaction of the conversion and call rightsKwok, Yue Kuen
2004 Valuation of employee reload options in utility maximization frameworkKwok, Yue Kuen; Lau, Ka Wo
2004 Optimal policies of call with notice period requirement for American warrants and convertible bondsDai, Min; Kwok, Yue Kuen
2004 American options with lookback payoffDai, Min; Kwok, Yue Kuen
9-Sep-2004 Options with combinded reset rights on strike and maturityKwok, Yue Kuen; Dai, Min
Jan-2006 Characterization of optimal stopping regions of American path dependent optionsKwok, Yue Kuen; Dai, Min
May-2006 Optimal execution strategy of liquidationKwok, Yue Kuen; Lau, Ka Wo
Jun-2006 Pricing participating policies with rate guaranteesKwok, Yue Kuen; Chu, Chi Chiu
Feb-2007 Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α-quantile optionsKwok, Yue Kuen; Leung, Kwai Sun
Mar-2007 Valuation of guaranteed annuity options in affine term structure modelsKwok, Yue Kuen; Chu, Chi Chiu
Jun-2007 Target redemption notesKwok, Yue Kuen; Chu, Chi Chiu
Sep-2007 Real options in strategic investment games between two asymmetric firmsKwok, Yue Kuen; Kong, Jean Jin
Dec-2007 Intensity-based framework and penalty formulation of optimal stopping problemsDai, Min; Kwok, Yue Kuen; You, Hong
Feb-2008 Finite time dividend-ruin modelsLeung, Kwai Sun; Kwok, Yue Kuen; Leung, Seng Yuen
Jul-2008 Optimal multiple stopping models of reload options and shout optionsKwok, Yue Kuen; Dai, Min