| 2006 |
Assessing R&D Investments Using a Generalized Pricing Model: A Real Options Approach |
吳明政、SIMON H . YEN |
conference |
|
| 2004 |
Intertemporal Futures Pricing with Heterogeneous Expectations and Adjustment Effect |
SIMON H . YEN、王佳真 |
conference |
|
| 2004 |
Dynamic Asset Allocation Strategy for Investors with Mortgage Liability in the Environment of Time-Varying Interest Rates |
SIMON H . YEN、徐辜元宏 |
conference |
|
| 2004 |
Optimal Management Fee and Dynamic Asset Allocation Strategy of Institutional Investors |
SIMON H . YEN、郭志安 |
conference |
|
| 2003 |
Dynamic International asset Allocation Strategy of Institutional Investors with Prospect Theory |
SIMON H . YEN、郭志安 |
conference |
|
| 2003 |
Determining Institutional Investors` Dynamic Asset Allocation Strategy with Prospect Theory |
SIMON H . YEN、郭志安 |
conference |
|
| 2004-12 |
Split Awards in the Presence of Default Risk |
Wei-jen Wen、HSING-HUA CHANG |
conference |
|
| 2004-11 |
Asymmetric Information and Credit Derivatives |
HSING-HUA CHANG |
conference |
|
| 2007 |
Analyzing Yield Duration and Convexity of Mortgage Loans under Prepayment and Default Risks |
SZU-LANG LIAO、Ming-Shann Tsai、Shu-Lin Chiang |
conference |
pdf(5650) |
| 2000-08 |
The banking perform in Taiwan |
THOMAS LEE |
conference |
|
| 2003-06 |
金融機構處理不良債權之拍賣方式比較 |
HSING-HUA CHANG |
conference |
|
| 2002-05 |
以實質選擇權法評估高科技產業股價 |
WEI-KUANG CHEN、WEIYU KUO、林家帆 |
conference |
|
| 2001-06 |
以Adaptive Mesh Model評價重設選擇權 |
WEI-KUANG CHEN、洪瑞鴻 |
conference |
|
| 2001-03 |
以分解結合法加速重設型選擇權之評價效率 |
WEI-KUANG CHEN、張龍福、王志原 |
conference |
|
| 2000-06 |
Further investigation of stock index futrues and stock prices movement during the Octorber 1987 market crash |
WEI-KUANG CHEN |
conference |
|
| 2005 |
Financial Synergies and Optimal Stock |
SZU-LANG LIAO |
conference |
|
| 2005 |
Yield and Duration Analysis of Mortgage |
SZU-LANG LIAO |
conference |
|
| 2003 |
An Efficient Tree Method of Option Pricing under Stochastic Interest Rates |
SZU-LANG LIAO |
conference |
|
| 2003 |
The Valuation of Generalized Capped Exchange Options |
SZU-LANG LIAO |
conference |
|
| 2002 |
Forward-Price and The Implied Spot-Price Tree Method of Option Pricing-with An Application to Extended Vasicek Model |
SZU-LANG LIAO、C. W. Wang |
conference |
|
| 2002 |
The Pricing Models of Cross-Currency Equity Swaps and Swaptions |
SZU-LANG LIAO、M. C. Wang |
conference |
|
| 2002 |
On the Implementation of Continuous-Time Interest Rate Models |
SZU-LANG LIAO |
conference |
|
| 2002 |
Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework |
SZU-LANG LIAO |
conference |
|
| 2002 |
The Valuation of Generalized Capped Options |
SZU-LANG LIAO、C. W. Wang |
conference |
|
| 2001 |
The Forward-Pricing Tree Methods of Option Pricing under Gaussian HJM framwork of Stochastic Interest Rates |
SZU-LANG LIAO、C. W. Wang |
conference |
|
