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HKUST Institutional Repository >
Items for Author "Kwok, Yue Kuen"
Showing 59 items.
| Date of Issue | Title |
Authors |
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| 16-Sep-2003 | American currency forward | Kwok, Yue Kuen; Lau, Ka Wo |
| 2004 | American options with lookback payoff | Dai, Min; Kwok, Yue Kuen |
| 12-Aug-2003 | American quanto lookback options | Kwok, Yue Kuen |
| 24-Jan-2002 | Anatomy of convertible bonds | Kwok, Yue Kuen |
| 24-Jan-2002 | Bonds and yield to maturity | Kwok, Yue Kuen |
| 24-Jan-2002 | Caps and swaps | Kwok, Yue Kuen |
| 24-Jan-2002 | Characteristics of convertible bonds : equity + bond | Kwok, Yue Kuen |
| Jan-2006 | Characterization of optimal stopping regions of American path dependent options | Kwok, Yue Kuen; Dai, Min |
| 31-Jul-2003 | Compound options | Kwok, Yue Kuen |
| 25-Jan-2002 | Convertible strategies | Kwok, Yue Kuen |
| 24-Jan-2002 | Credit derivatives | Kwok, Yue Kuen |
| 24-Jan-2002 | CreditMetrics | Kwok, Yue Kuen |
| 24-Jan-2002 | CreditRisk+ | Kwok, Yue Kuen |
| 31-Jul-2003 | Credits risk of swaps | Kwok, Yue Kuen |
| 24-Jan-2002 | Default correlation | Kwok, Yue Kuen |
| 24-Jan-2002 | Defaultable convertible bonds : binomial calculations | Kwok, Yue Kuen |
| Feb-2007 | Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α-quantile options | Kwok, Yue Kuen; Leung, Kwai Sun |
| 31-Jul-2003 | Double barrier options | Kwok, Yue Kuen |
| 24-Jan-2002 | Duration and portfolio immunization | Kwok, Yue Kuen |
| 12-Aug-2003 | Financial economics | Kwok, Yue Kuen |
| Feb-2008 | Finite time dividend-ruin models | Leung, Kwai Sun; Kwok, Yue Kuen; Leung, Seng Yuen |
| 12-Aug-2003 | Free boundary value problems in finance | Kwok, Yue Kuen |
| 24-Jan-2002 | Global convertible markets | Kwok, Yue Kuen |
| 2003 | Integral price formulas for lookback options | Xu, Chenglong; Kwok, Yue Kuen |
| Dec-2007 | Intensity-based framework and penalty formulation of optimal stopping problems | Dai, Min; Kwok, Yue Kuen; You, Hong |
| 16-Sep-2003 | Interaction of the conversion and call rights | Kwok, Yue Kuen |
| 24-Jan-2002 | Jarrow-Lando-Turnbull model | Kwok, Yue Kuen |
| 24-Jan-2002 | KMV model | Kwok, Yue Kuen |
| 24-Jan-2002 | Merton's model | Kwok, Yue Kuen |
| 24-Jan-2002 | Moody's public firm risk model | Kwok, Yue Kuen |
| 24-Jan-2002 | Mortgage loans and mortgage-backed securities | Kwok, Yue Kuen |
| 12-Aug-2003 | Multi-state lookback options | Kwok, Yue Kuen; Wong, Hoi Ying; Dai, Min |
| 24-Jan-2002 | Nature of credit risk | Kwok, Yue Kuen |
| 12-Aug-2003 | Numerical algorithms for free boundary value problems in finance | Kwok, Yue Kuen |
| 2003 | Optimal calling policies in convertible bonds | Lau, Ka Wo; Kwok, Yue Kuen |
| May-2006 | Optimal execution strategy of liquidation | Kwok, Yue Kuen; Lau, Ka Wo |
| Jul-2008 | Optimal multiple stopping models of reload options and shout options | Kwok, Yue Kuen; Dai, Min |
| 2004 | Optimal policies of call with notice period requirement for American warrants and convertible bonds | Dai, Min; Kwok, Yue Kuen |
| Dec-2002 | Optimal shouting policies of options with reset rights | Kwok, Yue Kuen; Dai, Min; Wu, Lixin |
| 20-Jan-2001 | Optimal shouting policies of options with shouting rights | Dai, Min; Kwok, Yue Kuen; Wu, Lixin |
| 2003 | Optimal shouting policies of options with strike reset right | Dai, Min; Kwok, Yue Kuen; Wu, Lixin |
| 9-Sep-2004 | Options with combinded reset rights on strike and maturity | Kwok, Yue Kuen; Dai, Min |
| 24-Jan-2002 | Portfolio loss distribution | Kwok, Yue Kuen |
| 2001 | Pricing algorithms for options with exotic path-dependence | Kwok, Yue Kuen; Lau, Ka Wo |
| Dec-2001 | Pricing algorithms of multivariate path dependent options | Kwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka Wo |
| 24-Jan-2002 | Pricing of credit derivatives | Kwok, Yue Kuen |
| Jun-2006 | Pricing participating policies with rate guarantees | Kwok, Yue Kuen; Chu, Chi Chiu |
| 2003 | Quanto lookback options | Kwok, Yue Kuen; Dai, Min; Wong, Hoi Ying |
| Sep-2007 | Real options in strategic investment games between two asymmetric firms | Kwok, Yue Kuen; Kong, Jean Jin |
| 24-Jan-2002 | Reduced form models | Kwok, Yue Kuen |
| 24-Jan-2002 | Related types of equity-linked securities | Kwok, Yue Kuen |
| 31-Jul-2003 | Shout options | Kwok, Yue Kuen |
| 12-Aug-2003 | A tale of two options : employee reload options and shout call options | Kwok, Yue Kuen |
| 2003 | A tale of two options: employee reload options and shout call options | Dai, Min; Kwok, Yue Kuen |
| Jun-2007 | Target redemption notes | Kwok, Yue Kuen; Chu, Chi Chiu |
| 2004 | Valuation of employee reload options in utility maximization framework | Kwok, Yue Kuen; Lau, Ka Wo |
| Mar-2007 | Valuation of guaranteed annuity options in affine term structure models | Kwok, Yue Kuen; Chu, Chi Chiu |
| 2003 | Valuing employee reload options under time vesting requirement | Dai, Min; Kwok, Yue Kuen |
| 24-Jan-2002 | Yield curves and term structure theory | Kwok, Yue Kuen |
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