Sang Bin Lee

Han Yang University

17 Haegdang-dong

Seongdong-ku

Seoul, 133-791

Korea

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

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

Abstract:

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

2.

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

Abstract:

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

3.

Fitting the Term Structure of Interest Rates with a Modified Cubic Smoothing Spline

J. OF FINANCIAL ENGINEERING, Vol. 5 No. 2
Posted: 29 Jan 1997
Byung Chun Kim, Nam Sik Moon and Sang Bin Lee
Korea Advanced Institute of Science and Technology, affiliation not provided to SSRN and Han Yang University

Abstract: