| 2012-06 |
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market |
article |
說明頁(1582)說明頁(1510) |
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| 2010-09 |
Fast Algorithms for Pricing Ratchet Equity Indexed Annuities |
article |
說明頁(1425) |
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| 2010-06 |
Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model |
article |
說明頁(863) |
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| 2009.06 |
選擇權賣方有利可圖嗎：加價利益的颧點 |
article |
pdf(739) |
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| 2009 |
Valuation of Quanto Interest Rate Exchange Options |
article |
pdf(2705) |
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| 2009 |
Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model |
article |
pdf(663) |
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| 2009 |
Analytical Valuation of Barrier Interest Rate Options Under Market Models |
article |
pdf(1003) |
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| 2008-07 |
Valuation of floating range notes in a LIBOR market model |
article |
pdf(643) |
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| 2008 |
Quanto Average Rate Options on a Lognormal Interest Rate Model |
article |
pdf(1525) |
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| 2008 |
Extend the Debt as It Is Not Deeply Out-of-the-Money |
article |
說明頁(1053) |
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| 2007-09 |
Equity swaps in a LIBOR market model |
article |
pdf(613) |
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| 2007 |
Cross-Currency Equity Swaps in the BGM Model |
article |
pdf(662) |
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| 2005 |
An Alternative Test of The After-tax CAPM |
article |
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| 2004 |
匯率連動遠期生效亞洲選擇權 |
article |
pdf(500) |
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| 2003 |
浮動匯率連動極大值選擇權 |
article |
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| 2003 |
匯率連動互換選擇權：設計與評價 |
article |
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| 2003 |
違約風險下數據選擇權：評價與避險 |
article |
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| 2001 |
Hedging and arbitrage warrants under smile effects: analysis and evidence |
article |
pdf(2036) |
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| 2001 |
探討可降低權利金之簡單權證創新及評價 |
article |
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| 2000 |
組合型權證的正確評價及避顯方法 |
article |
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| 1999 |
在間斷性避險及交易成本下的選擇權評價模型：以實務觀點修正理論 |
article |
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| 1996 |
International real interest rate parity with error correction models |
article |
pdf(1634) |
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