Thomas S.Y. Ho

Global Advanced Technology Corp

Founder & President

88 Pine Street, 2nd Floor

New York, NY 10005

United States

http://www.thomasho.com/mainpages/homepage.asp

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

1.

Dynamic Financial System: Complexity, Fragility and Regulatory Principles

Financial Markets, Institutions & Instruments, Vol. 22, Issue 1, pp. 1-42, 2013
Number of pages: 42 Posted: 17 Jan 2013
Thomas S.Y. Ho, Hans R. Stoll and Miguel Palacios
Global Advanced Technology Corp, Vanderbilt University - Finance and Haskayne School of Business, University of Calgary
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2.

Interest Rate Models Implied Volatility

Journal of Investment Management, Vol. 5, No. 4
Posted: 13 Mar 2010
Thomas S.Y. Ho
Global Advanced Technology Corp

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Active management, transaction costs, alpha, breadth, information ratio, implementation shortfall

3.

Valuation of Credit Contingent Claims: An Arbitrage - Free Credit Model

Journal Of Investment Management (JOIM), Third Quarter 2009
Posted: 13 Oct 2009
Thomas S.Y. Ho and Sang Bin Lee
Global Advanced Technology Corp and Han Yang University

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Credit contingent claims, arbitrage-free credit model, relative valuation model, credit derivative swap curve

4.

Decomposing and Managing Multivariate Risks: The Case of Variable Annuities

Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2005
Posted: 27 Jul 2005
Thomas S.Y. Ho
Global Advanced Technology Corp

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variable annuities, static hedging, embedded option risks, replicating option portfolio, insurer's risk management, decomposition of risks

5.

Asset/Liability Management and Enterprise Risk Management of an Insurer

Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Posted: 01 Apr 2005
Thomas S.Y. Ho
Global Advanced Technology Corp

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Risk management

6.

Valuing High Yield Bonds: A Business Modeling Approach

Journal of Investment Management, Vol. 2, No. 2, Second Quarter 2004
Posted: 26 Jul 2004
Thomas S.Y. Ho and Sang Bin Lee
Global Advanced Technology Corp and Han Yang University

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High yield bonds, business model, structural model, contingent claim theory, operating leverage, default

7.

Evolution of Interest Rate Models: A Comparison

JOURNAL OF DERIVATIVES, Vol 2 No 4
Posted: 27 Oct 1999
Thomas S.Y. Ho
Global Advanced Technology Corp

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