| 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 |
Bonds Valuation and Agency Problems--A Contingent Claims Approach under Optimal Capital Structure |
SZU-LANG LIAO、G. C. Lyu、H. H. Huang、JYE-CHERNG LYU、SZU-LANG LIAO、黃星華 |
article |
web page(1686) |
| 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 |
|
| 2001 |
An Efficient Multinimial-Based Method of Option Pricing |
SZU-LANG LIAO |
conference |
|
| 2001 |
Valuation of general reset options |
SZU-LANG LIAO、C. W. Wang |
conference |
|
| 2001 |
Real Option and Product Life Cycles |
SZU-LANG LIAO、C. S. Cheng、L. K. Hu |
conference |
|
| 2001 |
The Valuation of Generalized Time-Varing Discrete Capped Exchange Options with Related Asset as Trigger and A Stochastic Barrier under Stochastic Interest Rate |
SZU-LANG LIAO、C. W. Wang |
conference |
|
| 2001 |
The Valuation of Basket Options and Portfolio Insurance |
SZU-LANG LIAO |
conference |
|
| 2000 |
Capital Budgeting and Optimal Financing under Uncertainty |
SZU-LANG LIAO、Ming-Lei Wang |
conference |
|
| 2003-01 |
新金融商品個案集(I) |
WEI-KUANG CHEN |
book/chapter |
|
| 2001-06 |
衍生性金融商品─選擇權、期貨與交換 |
WEI-KUANG CHEN |
book/chapter |
|
| 2000-01 |
選擇權 - 理論、實務與應用 |
WEI-KUANG CHEN |
conference |
|
| 2001 |
Are Bank Performance Related to Corporate Performance? A Global Study |
沈中華、A. H. Huang |
conference |
|
| 2005 |
基礎投資學 |
SON-NAN CHEN |
conference |
|
