| 2014-04 |
Fleeting Orders Under the Microscope |
report |
pdf(742) |
| 2002-05 |
以實質選擇權法評估高科技產業股價 |
conference |
|
| 2001-06 |
以Adaptive Mesh Model評價重設選擇權 |
conference |
|
| 2001-03 |
以分解結合法加速重設型選擇權之評價效率 |
conference |
|
| 2000-06 |
Further investigation of stock index futrues and stock prices movement during the Octorber 1987 market crash |
conference |
|
| 2000-01 |
選擇權 - 理論、實務與應用 |
conference |
|
| 1999-04 |
The market risk of warrant positions: Value-at -risk Approach |
conference |
|
| 1999-04 |
The valuation and Hedging of reset option |
conference |
|
| 1999 |
The evaluation of option when the underlying asset prices under price limits |
conference |
|
| 1998 |
Option Pricing When Stock Price Under Price Limits |
conference |
|
| 1997-12 |
Application of Neural Networks to Financial Swaps |
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 |
conference |
|
| 1997-01 |
An Analysis of Capital Guarantted Trust and Its Innovation Value- A Monte Carlo Approach for Pricing Average Rate Option |
conference |
|
| 1997 |
An Analysis of Capital Guaranteed Trust |
conference |
|
| 1997 |
A Study of the value of early ecxercise in America Option Prices |
conference |
|
| 1996 |
Option Pricing When Underlying Asset Subject to Price Limits |
conference |
|
| 1996 |
Capital Requirements and Market Risks of Currency Options- A VAR Approach |
conference |
|
| 1995-04 |
歐式與美式外幣選擇權價格差異之實證研究 |
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 |
conference |
|
| 1994-12 |
不完全市場下選擇權與期貨價格關係之實證研究 |
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 |
conference |
|
| 1994-09 |
Information Technology,Market Efficiency and System Regulation :An Emprical Study of The Taiwan Stock Market Surveillance System |
conference |
|
| 1994-04 |
An Empirical Test of Put-Call-Futures-Parity--A Relationship between Index Option and Futures Prices |
conference |
|
| 1993-12 |
An Investigation of Stock Index Option Prices during the 1987 Stock Crash |
conference |
|
| 1993-05 |
An Alternative Test of the Black-Scholes Option Pricing Models |
conference |
|
