Showing results 7 to 26 of 182
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| Date | Title | Author(s) |
| 1-Aug-2022 | Black-Litterman 模型結合強化學習之投資組合配置 | 李雍群; Li, Yung-Chun |
| 4-Aug-2021 | Black-Litterman模型結合長時間短期記憶神經網路 | 林承緯; Lin, Cheng-Wei |
| 14-May-2018 | Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets | 廖四郎; Liao, Szu-Lang; 林士貴; Lin, Shih-Kuei; 廖志偉; Liao, Chih-Wei |
| 10-Jun-2014 | Determinants of firm adoption executive stock options in China | 廖四郎; Wu, Ming-Cheng; Liao, Szu-Lang; Huang, Yi-Ting |
| 11-Nov-2013 | Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing | 廖四郎; LIAO,SZU-LANG ;CHANG,JUI-JANE |
| 6-Nov-2008 | An Efficient Tree Method of Option Pricing under Stochastic Interest Rates | 廖四郎 |
| 13-Nov-2013 | An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model | 廖四郎; Liao, Szu-Lang ; Tsai, Hung-Pin ; Lin, Shih-Kuei |
| 21-Nov-2018 | Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes | 陳正暉; Chen, Zheng-Hui; 廖四郎; Liao, Szu-Lang |
| 14-Sep-2009 | Essays on Contingent Claims Pricing Subject to Credit Risk | 黃星華; Huang,Hsing-Hua |
| 2-Sep-2015 | Executive Compensation and Hedging Behavior: Evidence from Taiwan | Wu, Ming-Cheng;Liao, Szu-Lang;Huang, Yi-Ting; 廖四郎 |
| 6-Nov-2008 | Financial Synergies and Optimal Stock | 廖四郎 |
| 30-Jul-2018 | Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets | 廖四郎; Liao, Szu-Lang; Lin, Chien-Hsiu; Lai, Chia-Wei; Lin, Jung-Hsuan |
| 21-Mar-2016 | Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market | 廖四郎; Tsai, Tsung-Ying;Lian, Yu-Min;Liao, Szu-Lang |
| 9-May-2016 | LIBOR市場模型下可贖回區間計息連動債券之評價與分析 | 黃貞樺 |
| 1-Jul-2015 | LMM利率模型下可取消利率交換評價與風險管理 | 廖家揚; Liao, Chia Yang |
| 13-Jul-2015 | Measuring financial synergies in cross-border M&A transactions using diffusion processes | Brailsford, T.J.;Liao, Szu-Lang;Penm, J.H.; 廖四郎 |
| 6-Nov-2008 | On the Implementation of Continuous-Time Interest Rate Models | 廖四郎 |
| 30-Jun-2016 | Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy | 廖四郎; Lian, Yu-Min;Chen, Jun-Home;Liao, Szu-Lang |
| 13-Nov-2013 | Option Pricing Using the Martingale Approach with Polynomial Interpolation | 廖四郎; Wang, Ming-Chieh ; Huang, Li-Jhang ; Liao, Szu-Lang |
| 20-Nov-2013 | Option Pricing Using the Martingale Approach with Polynomial Interpolation | 廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |