Statistics
Publications
5
Citations
113
H-Index
5
Active since
2008
Yu Hang Kan is an author at Columbia University specializing in finance, credit risk, and financial economics.
Publications per year
2008–2011
5
5
Statistical Modeling of Credit Default Swap Portfolios
Rama Cont, Yu Hang Kan · SSRN Electronic Journal · 2011 · 42 citations · Full text
Dynamic Hedging of Portfolio Credit Derivatives
Rama Cont, Yu Hang Kan · SIAM Journal on Financial Mathematics · 2011 · 23 citations · Full text
Management, Economics, Finance +16
Dynamic Hedging of Portfolio Credit Derivatives
Rama Cont, Yu Hang Kan · SSRN Electronic Journal · 2008 · 19 citations · Full text
Management, Economics, Finance +16
Delta-hedging correlation risk?
Areski Cousin, Stéphane Crépey, Yu Hang Kan · Review of Derivatives Research · 2011 · 14 citations
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