| 2024-02 |
Retrieving almost stochastic Dominance momentum in Taiwan stock market |
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說明頁(10) |
| 2022-08 |
基於集成學習框架之信用違約預測－以信用卡客戶為例 |
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pdf(292) |
| 2021-09 |
Predictive Ability of Similarity-based Futures Trading Strategies |
article |
pdf(174) |
| 2021-08 |
媒體情緒於企業違約預警：基於公開資訊語意分析 |
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pdf(241) |
| 2021-03 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
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pdf(242) |
| 2019-09 |
漫步於隨機森林： 輔以多數決學習的台股指數期貨交易策略 |
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pdf(387) |
| 2019-03 |
公司治理與獨特性風險異象 |
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pdf(289) |
| 2019-01 |
Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms |
article |
pdf(563) |
| 2018-12 |
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps |
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pdf(340) |
| 2018-09 |
A Liquidity-based Betting-against-beta Strategy |
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pdf(478) |
| 2018-09 |
Analytical Approximations for American Options: The Binary Power Option Approach |
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pdf(255) |
| 2015-01 |
集中度風險於結構式商品的量化與分析：以房屋抵押貸款證券為例 |
article |
pdf(267) |
| 2014.09 |
Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy |
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pdf(1134) |
| 2014.09 |
重隨機假設下動態違約相關性之描述及其資訊內涵：以指數型信用擔保債權憑證為例 |
article |
pdf(824) |
| 2014-09 |
On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches |
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pdf(725) |
| 2014 |
流動性風險下信用違約傳染模型之建構及實證研究 |
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pdf(755) |
| 2013.10 |
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model |
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pdf(1305) |
| 2013 |
模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析 |
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說明頁(804)pdf(507) |
| 2012.12 |
The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model |
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pdf(1029) |
| 2012-12 |
跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制 |
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pdf(967) |
| 2012-06 |
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market |
article |
說明頁(1583)說明頁(1511) |
| 2012 |
固定比例擔保債務憑證之研究 |
report |
pdf(608) |
| 2011 |
固定比例擔保債務憑證之研究 |
report |
pdf(663) |
| 2010 |
重隨機假設下之動態違約相關性描述 |
report |
pdf(568) |
| 2009.12 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
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pdf(1103) |
