Showing results 293 to 312 of 476
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| Date | Title | Author(s) |
| 2-Mar-2020 | Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk | 楊曉文; Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong-Chih |
| 21-Jan-2021 | Valuation and Empirical Analysis of Currency Options | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
| 17-Jun-2021 | Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts | 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
| 17-Jun-2021 | Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model | 林士貴; Lin, Shih-Kuei |
| 27-Mar-2014 | Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes | Chang, C. C.;Lin, S. K.;Yu, M. T.; 林士貴 |
| 27-Mar-2014 | The Valuation of Contingent Capital with Catastrophe Risks | Lin, Shih-Kuei ; Chang, C. C.;Powers, M. R.; 林士貴 |
| 13-Nov-2013 | Valuation of Convertible Bond Under Levy Process with Default Risk | 廖四郎; Liao, Szu-Lang ; Tsai, Ming-Shann ; Chen, Jun-Home ; Li, Chia-Huang |
| 2-Sep-2015 | Valuation of floating range notes in a LIBOR market model | Wu, Ting-Pin;Chen, Son-Nan; 陳松男 |
| 2-Sep-2015 | Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model | Wu, Ting-Pin;Chen, Son-Nan; 陳松男 |
| 20-Feb-2014 | The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index | 林士貴;蔡怡純;陳明吉;莊明哲; Lin,Shih-Kuei ; Tsai,I-Chun ; Chen,Ming-Chi ; Chuang,Ming-Che |
| 17-Dec-2015 | Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option | 林士貴; Tsai, P. L.;Lin, S. K.;Chih, H. H. |
| 13-Nov-2013 | A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model | 廖四郎 ; 楊繡碧 ; 蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai,Hung-Pin |
| 12-May-2014 | Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model | 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng ; Li, Chang-Yi |
| 14-Oct-2014 | Valuation of Rarchet Equit-Indexed Annuities | 邱于紛;謝明華;蔡政憲;陳威光; Chiu, Yu-Fen ;Hsieh,Ming-Hua ;Tsai,Chen-Hsien |
| 21-Jul-2020 | Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age | 楊曉文; Yang, Sharon S. |
| 14-Nov-2008 | The Valuation of Reset Options with Multipla Strike Resets and Reset Dates | 廖四郎;王昭文; Liao, Szu-Lang ; Wang, Chou-Wen |
| 17-Feb-2014 | The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes | Chang, Chia-Chien ; Wang, Chou-Wen ; Liao,Szu-Lang; 張嘉倩;王昭文;廖四郎 |
| 17-Feb-2014 | Warrant Introduction Effects on Stock Return Processes | Chang, Jui-Jane ; Liao, Szu-Lang; 張瑞珍;廖四郎 |
| 19-Oct-2015 | Weekday Effect, Autocorrelation and Price Limit in the Taiwan Stock Market--The Application of Gibbs Sampler Method | Shen, Chung-Hua;Chou, Pin-Huang; 沈中華 |
| 7-Dec-2018 | What Causes the Efficiency and the Technology Gap under Different Ownership Structures in the Chinese Banking Industry? | Lee, Chi‐Chuan; 黃台心; Huang, Tai‐Hsin |