| 1998 |
Option Pricing When Stock Price Under Price Limits |
陳威光 |
conference |
|
| 1997-12 |
Application of Neural Networks to Financial Swaps |
陳威光 |
conference |
|
| 1997-01 |
An Analysis of Capital Guarantted Trust and Its Innovation Value- A Monte Carlo Approach for Pricing Average Rate Option |
陳威光 |
conference |
|
| 1997 |
An Analysis of Capital Guaranteed Trust |
陳威光 |
conference |
|
| 1997 |
A Study of the value of early ecxercise in America Option Prices |
陳威光 |
conference |
|
| 1996 |
Option Pricing When Underlying Asset Subject to Price Limits |
陳威光 |
conference |
|
| 1996 |
Capital Requirements and Market Risks of Currency Options- A VAR Approach |
陳威光 |
conference |
|
| 1995-04 |
歐式與美式外幣選擇權價格差異之實證研究 |
陳威光 |
conference |
|
| 1994-12 |
1987年股票大崩盤期間股價指數期貨基差與股價變動之研究 |
陳威光 |
conference |
|
| 1994-12 |
不完全市場下選擇權與期貨價格關係之實證研究 |
陳威光 |
conference |
|
| 1997 |
金錢遊戲疏導與轉化途徑 |
殷乃平 |
conference |
|
| 1994-11 |
股票指數選擇權之資訊內涵-1987年股票大崩盤前後之實證研究 |
陳威光 |
conference |
|
| 1994-09 |
Information Technology,Market Efficiency and System Regulation :An Emprical Study of The Taiwan Stock Market Surveillance System |
陳威光 |
conference |
|
| 1994-04 |
An Empirical Test of Put-Call-Futures-Parity--A Relationship between Index Option and Futures Prices |
陳威光 |
conference |
|
| 1993-12 |
An Investigation of Stock Index Option Prices during the 1987 Stock Crash |
陳威光 |
conference |
|
| 1993-05 |
An Alternative Test of the Black-Scholes Option Pricing Models |
陳威光 |
conference |
|
| 1992-03 |
The Valuation and Efficiency Test of Stock Index Option Markets:A Evidence from the 1987 Stock Crash |
陳威光 |
conference |
|
| 1991-10 |
Financial Reform in Dynamic Asia Economics |
殷乃平 |
conference |
|
| 1996 |
金融自由化與金融體制重健-臺灣經驗 |
殷乃平 |
conference |
|
| 1997-05 |
怡富日本美元還本收益基金的設計與行銷之個案研究 |
陳威光 |
conference |
|
| 1999 |
Pricing Cross-Currency Equity Swaps |
廖四郎、M. C. Wang、D. S. Hsyu |
conference |
|
| 1997 |
海運轉運中心的比較經濟利益分析 |
廖四郎 |
conference |
|
| 1997 |
有交易成本的均衡與套利資產定價 |
廖四郎 |
conference |
|
| 1997 |
Testing the Efficiency of Taiwan Forward US Dollar Market |
廖四郎 |
conference |
|
| 1994 |
1980年代在外來經濟衝擊下,台灣金融政策的轉折 |
殷乃平 |
conference |
|
