S
Sang Bin Lee
Researcher at KAIST
Publications - 19
Citations - 1961
Sang Bin Lee is an academic researcher from KAIST. The author has contributed to research in topics: Stock market bubble & Market maker. The author has an hindex of 10, co-authored 19 publications receiving 1904 citations.
Papers
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Journal ArticleDOI
Term Structure Movements and Pricing Interest Rate Contingent Claims
Thomas S. Y. Ho,Sang Bin Lee +1 more
TL;DR: In this paper, an arbitrage-free interest rate movements model (AR model) is proposed to price interest rate contingent claims relative to the observed complete term structure of interest rates.
Journal ArticleDOI
Does the october 1987 crash strengthen the co-movements among national stock markets?
Sang Bin Lee,Kwang Jung Kim +1 more
Journal ArticleDOI
Stock index futures listing and structural change in time‐varying volatility
Sang Bin Lee,Ki Yool Ohk +1 more
Journal ArticleDOI
A Comparative Analysis of the Daily Behavior of Stock Returns: Japan, the Us and the Asian Nics
Kwang-Soo Ko,Sang Bin Lee +1 more
Posted Content
The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions
Thomas S. Y. Ho,Sang Bin Lee +1 more
TL;DR: In this article, the authors present the financial models of stock and bond options, exotic options, investment grade and high-yield bonds, convertible bonds, mortgage-backed securities, liabilities of financial institutions, and the business model and the corporate model.