• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.4
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• pp.277-293
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• 2016

We develop an efficient numerical method for pricing the Derivative Linked Securities (DLS). The payoff structure of the hybrid DLS consists with a standard 2-Star step-down type ELS and the range accrual product which depends on the number of days in the coupon period that the index stay within the pre-determined range. We assume that the 2-dimensional Geometric Brownian Motion (GBM) as the model of two equities and a no-arbitrage interest model (One-factor Hull and White interest rate model) as a model for the interest rate. In this study, we employ the Monte Carlo simulation method with the Compute Unified Device Architecture (CUDA) parallel computing as the General Purpose computing on Graphic Processing Unit (GPGPU) technology for fast and efficient numerical valuation of DLS. Comparing the Monte Carlo method with single CPU computation or MPI implementation, the result of Monte Carlo simulation with CUDA parallel computing produces higher performance.

• Proceedings of the Korea Contents Association Conference
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• 2019.05a
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• pp.113-114
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• 2019

불확실성이 큰 콘텐츠 산업의 특성상 방송 콘텐츠는 막대한 투자에 비해 그 효과 예측이 매우 어려우며 아직까지 출연진과 제작진에 대한 합리적인 평가지표도 존재하지 않는다. 방송용 드라마의 경쟁력을 평가하는 수단으로 현재까지 가장 유용한 지표는 시청률이다. 비록 스마트폰과 같은 매체를 통한 시청이 늘어남에 따라 TV 시청률의 절대 수치는 지속적으로 감소하고 있지만 TV 시청률을 대체할 만한 유용한 지표는 아직까지 없다. 본 연구에서는 방송용 드라마에 참여하는 인적자원의 평가지표와 시청률의 비교 우위를 활용하여 드라마의 흥행성을 과학적으로 예측하려고 한다.

• Asia Marketing Journal
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• v.16 no.1
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• pp.169-193
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• 2014

The earlier studies have verified that brand values have significant impact on financial values such as stock return and stock price to justify marketing costs for brand building. Except for Mizik and Jacobson (2008), however, little research has addressed what kinds of brand components composing brand values have a significant relationship with financial values. As a follow-up research of Mizik and Jacobson (2008), this research focuses on what kinds of relationships exist between the unanticipated change of each brand asset component and stock return, one of the financial values. The authors selected six brand asset components from the Korea-Brand Power Index(K-BPI) data in which 'Top of Mind,' 'Unaided Awareness,' and 'Aided Awareness' are brand awareness measures and 'Image,' 'Purchase Intention,' and 'Preference' are brand loyalty measures. Out of those six brand components, they found that unanticipated changes of 'Top of Mind,' 'Unaided Awareness,' 'Image,' and 'Preference' have significantly positive effect on unexpected stock return change. Therefore, they conclude that these four brand asset components provide incremental information in explaining unanticipated stock return.

• Journal of the Korean Institute of Landscape Architecture
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• v.39 no.3
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• pp.39-50
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• 2011

This study furnishes basis data for plan foundation and proper valuation of view by presenting objective and concrete selection standards and ways of Landscape Control Point(LCP) on valuation of development projects. To sum up the results of study, it establishes the prospect, publicity and direction of view as a selection standard LCP on precedent studies. The prospect, which includes visual range, direction of view, geographical features, and visibility, sets up as a valuation basis picking out the available places which have alterations according to direction and distance in practice. In the case of publicity, to select the place as there presentative area where public activities often happen than others, thirteen evaluation indexes including administration facilities, educational facilities, commercial facilities and so on. And variation of landscape is set up as an assessment index to know how much the land has changed from the beginning to the end of development. To apply the selection standards to sample places, the preliminary LCP is founded by analyzing both the prospect and published; a series of courses for selecting the final LCP is founded by analyzing the preliminary LCP and variableness of landscape on a basic of placed which have many alterations of view. At last, in the case of a selection system for LCP, the preliminary LCP is founded by analyzing both the prospect and publicity; a series of courses for selecting the final LCP is found by analyzing the preliminary LCP and variableness of landscape. Applying selection standards and the assessment index to the Sam-deok 3 residence improvement area, in the case of prospect, the southern distant view area has the largest extent. Next, the results of the assessment using the system of publicity show that a five-lane road is taking up the largest area. Hence, a total of 48 preliminary LCPs are set up by analyzing both the prospect and publicity. The results of analyzing landscape variation, one of the valuation indexes, show that Sam-deok dong around the post office has the highest rate of variation at 28.07%. Finally, three LCPs in each part, which are close range, middle range and distance view, are selected; thus, a total of nine LCPs are selected. The selected LCPs that go through a series of practical courses like a GIS program have a lot of professional opinions and are expected to secure objectivity of landscape assessment.

• Journal of Korea Water Resources Association
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• v.52 no.12
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• pp.1011-1023
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• 2019

Rapid urbanization increases the risk of hydrologic disasters due to the increase of impervious areas in urban areas. Precipitation characteristics can be transformed due to the rise of global temperatures. Thus urban areas with the increased impervious areas are more exposed to hydrological disasters than ever before. Therefore, low impact development practices have been widely installed to rehabilitate the distorted hydrologic cycle in the urban area. This study used the Stormwater Management Model to analyze the water quantity and quality of the Mokgamcheon which had been severely urbanized, considering future climate scenarios presented by various general circulation models (GCMs). In addition the effectiveness of permeable pavement by 27 sub-watersheds was simulated in terms of water quantity and quality considering various GCMs and then the priorities of sub-watersheds were derived using an alternative valuation index which uses the pressure-state-response framework.

• Journal of Software Assessment and Valuation
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• v.16 no.2
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• pp.117-125
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• 2020

In this paper, when both the refractive index grating and the gain grating exist in a 1.55um DFB laser with two cleaved mirror facets, when the phase of ρ_l is fixed to 0 and the phase of ρ_r is changed to -π/2, π, π/2, 0, the change in frequency and oscillation gain was theoretically analyzed. In the case of δL<0, the oscillation gain required for lasing is the lowest and the most stable frequency operation is obtained in the case of (ρ_l phase=0, ρ_r phase=0) and κL=10, when κL is varied from 0.1 to 10. In the case of δL>0, when (ρ_l phase=0, ρ_r phase=π) and κL=10, the oscillation gain required for lasing is the lowest and the difference between the oscillation gains of the higher-order modes is large so that the most stable frequency operation is obtained.

• Journal of Software Assessment and Valuation
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• v.16 no.1
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• pp.55-63
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• 2020

Lasers for optical broadband communication systems should have excellent frequency selectivity and modal stability. DFB lasers have low lasing frequency shift during high speed current modulation. In this paper, when a refractive index grating and a gain grating are simultaneously present in a DFB laser having a wavelength of 1.55 ㎛, the dielectric film is coated so that reflection does not occur on the right mirror surface, so that ρ_r=0. For the first mode, which requires a minimum gain at the threshold, the beam distribution of the oscillation mode in the longitudinal direction and the radiated power ratio P_l/P_r were analyzed and compared for the cases of the phase of ρ_l=π and π/2. If the phase of ρ_l=π, in order to obtain a low threshold current and high frequency stability, κL should be greater than 8. In the case of the phase of ρ_l=π/2, for low threshold current, κL is necessary to be 1.0, where the oscillation frequency coincides with the lattice frequency. DFB lasers with an anti-reflection coated mirror have excellent mode selectivity than 1.55um DFB lasers with two mirror facets

• Proceedings of the KSRS Conference
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• 2007.10a
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• pp.449-451
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• 2007

In the commercially managed timber lands, the information such as height, age, stand density, canopy closure and leaf area index need to be collected periodically. Stand volume is the most fundamental information in the valuation of timber, however, stand age information is the primary element of forest inventory and these two are highly correlated. Conventional method of collecting stand age information by field surveys such as ring count method is accurate; however, it is expensive, labor-intensive and time consuming. In the present study it was aimed to collect stand age information using modem techniques in a commercially managed timberland situated in Tennessee, USA. The Landsat Thematic Mapper (TM), Enhanced Thematic Mapper (ETM+) of three different periods, Shuttle Radar Topography Mission (SRTM), National elevation dataset (NED) and field inventory data were used. Normalized difference vegetation index (NDVI) and Tasselled Cap (TC) transformation techniques were applied on the TM and ETM+ data. The regression analysis was carried out to identify the correlation between stand age and NDVI, TC. In the present study about 2,469 datasets were analyzed. The $R^{2}$ value for stand age estimation was 0.713. The NDVI, TC2 and TC3 were found to produce accurate timber age information.

• Korean Journal of Environment and Ecology
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• v.29 no.2
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• pp.105-131
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• 2015

This study was carried out to investigate the flora of Gyodongdo island (Ganghwa-gun). The vascular plants from 11 field surveys were revealed to belong to a total of 629 taxa; 118 families, 364 genera, 561 species, 5 subspecies, 53 varieties, 7 forms and 3 hybrids. 184 taxa were the first records from this region. The plants in Gyodongdo island are composed of the deciduous broad-leaved and conifer-mixed forests which are the common ones in the middle part of the Korean Peninsula. Five taxa of Korean endemic plants such as Clematis brachyura Maxim., Viola seoulensis Nakai, Populus ${\times}$ tomentiglandulosa T. B. Lee, Forsythia koreana (Rehder) Nakai and Hemerocallis hakuunensis Nakai were collected. Endangered wild plants designated by the law called 'Protection Law for Endangered wild fauna and flora' were one taxon. The red list plants according to IUCN valuation basis were examined for 13 taxa; endangered (EN) species of Prunus yedoensis Matsum., Vulnerable (VU) species of both Utricularia pilosa (Makino) Makino and Iris ruthenica var. nana Maxim., Near Threatened (NT) species of Senecio argunensis Turcz., Least Concern (LC) species of Platycladus orientalis (L.) Franco, Potentilla discolor Bunge, Limnophila sessiliflora (Vahl) Blume, Acorus calamus L., Phacelurus latifolius (Steud.) Ohwi, Pseudoraphis ukishiba Ohwi, Belamcanda chinensis (L.) DC., and Not Evaluate (NE) species of both Astragalus sikokianus Nakai and Potamogeton oxyphyllus Miq. The floristic regional indicator plants found in this area were a total of 47 taxa comprising three taxa of grade V, four taxa of grade IV, nine taxa of grade III, 10 taxa of grade II, and 21 taxa of grade I. The naturalized plants were identified as 62 taxa and the percentage of naturalized index (NI) was 9.9 % and the percentage of urbanization index (UI) was 19.3 %, respectively. Furthermore, hemicryptophytes (28 %), therophytes (26 %), hydrophytes (13 %) and geophyte (12 %) showed high proportional ratio in life form spectrum.

• Korean Journal of Plant Resources
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• v.28 no.4
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• pp.441-455
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• 2015

This study was carried out to investigate the flora of Mt. Byeollipsan (Ganghwa-gun). The vascular plants from 13 field surveys were revealed to total of 574 taxa; 116 families, 355 genera, 505 species, 8 subspecies, 52 varieties, 7 forms and 2 hybrids. A high plant diversity were Asteraceae (12.3%), Poaceae (10.6%), Cyperaceae (6.1%), Fabaceae (4.5%) and Rosaceae (4.2%) in regular order. The seven taxa of Korean endemic plants such as Clematis brachyura, Viola seoulensis, Populus × tomentiglandulosa, Salix koriyanagi, Ajuga multiflora f. rosea, Hemerocallis hakuunensis and Polygonatum infundiflorum were collected. The red data of vascular plants according to IUCN valuation basis were examined five taxa; Least Concern (LC) species of both Phacelurus latifolius and Belamcanda chinensis, Not Evaluate (NE) species of Lithospermum arvense, Scorzonera austriaca ssp. glabra and Polygonatum infundiflorum. The floristic regional indicator plants found in this area were 34 taxa comprising one taxa of degree IV, six taxa of degree III, 11 taxa of degree II, and 16 taxa of degree I. In addition, the naturalized plants were identified as 46 taxa and the percent of naturalized index (NI) was 8.0%, Urbanization Index (UI) was 14.3%, respectively.