Jack Kim

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

  • Stanford University - Department of Management Science & Engineering

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Optimal Credit Swap Portfolios

Number of pages: 32 Posted: 03 Jul 2009 Last Revised: 20 Aug 2018
Kay Giesecke, Baeho Kim, Jack Kim and Gerry Tsoukalas
Stanford University - Department of Management Science & Engineering, Korea University Business School (KUBS), Stanford University - Department of Management Science & Engineering and University of Pennsylvania - The Wharton School
Downloads 1,276 (26,930)
Citation 3

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portfolio selection, credit swap, goal program, nested expectation

2.

Market Making in NFTs

Number of pages: 16 Posted: 28 Sep 2022 Last Revised: 19 Apr 2023
Kristof Lommers, Jack Kim and Mohamed Baioumy
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering and University of Oxford
Downloads 1,046 (35,857)

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NFTs, Digital Assets, Market Making, Market Microstructure

3.

The Case for Stochastically Dynamic AMMs

Number of pages: 14 Posted: 28 Apr 2023 Last Revised: 31 Jul 2023
Kristof Lommers, Jack Kim, Boris Skidan and Viktor Smits
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering, HashCurve and HashCurve
Downloads 106 (417,833)

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4.

Pricing Power Perpetual Futures

Number of pages: 7 Posted: 28 Apr 2023 Last Revised: 31 Jul 2023
Jack Kim, Kristof Lommers, Boris Skidan and Viktor Smits
Stanford University - Department of Management Science & Engineering, University of Oxford, Said Business School, HashCurve and HashCurve
Downloads 75 (519,459)

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5.

Perpetual Futures in NFTs

Number of pages: 10 Posted: 02 Aug 2023 Last Revised: 05 Aug 2023
Kristof Lommers, Jack Kim, Boris Skidan and Viktor Smits
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering, HashCurve and HashCurve
Downloads 70 (539,730)

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6.

Analytical Approximations for Loan and Credit Derivatives Portfolios

Posted: 29 Apr 2012 Last Revised: 20 Jul 2015
Kay Giesecke, Jack Kim and Hideyuki Takada
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Toho University

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profit and loss distribution, correlated defaults, mark-to-market, short-term approximation