Showing results 9 to 27 of 97
< previous
next >
| Date | Title | Author(s) |
| 27-Oct-2014 | Option Pricing Based on the Alternating Direction Implicit Finite Difference Method | 江彌修; Chiang,Mi-Hsiu |
| 11-Apr-2022 | Predictive Ability of Similarity-based Futures Trading Strategies | 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Kuo, Wei-Yu |
| 6-Oct-2010 | Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes | 江彌修 |
| 22-Oct-2014 | Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy | 江彌修; Chiang, Mi-Hsiu ; Li, Chang-Yi ; Chen, Son-Nan |
| 7-Dec-2018 | Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps | Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu |
| 20-Nov-2013 | The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model | 江彌修; Chiang,Mi-Hsiu |
| 26-May-2020 | Relevance of the Disposition Effect on the Options Market: New Evidence | 周冠男; Chou, Robin K.; 江彌修; Mi-Hsiu, Chiang; 邱信瑜; Chiu, Hsin-Yu |
| 12-May-2014 | Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model | 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng ; Li, Chang-Yi |
| 4-Sep-2013 | Variance-Gamma因子聯繫結構模型於違約相關性之描述及應用 | 賴興展 |
| 6-Oct-2010 | an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? | 江彌修 |
| 17-Sep-2009 | 二次擔保債權憑證之評價及其風險衡量－條件機率獨立模型 | 陳嘉祺 |
| 1-Jul-2016 | 以機器學習改善實證相似度技術指標交易策略之研究 | 陳致鈞 |
| 1-Jul-2019 | 以遺傳演算法優化JLS模型的台股崩盤預測 | 郭力帆; Kuo, Li-Fan |
| 4-Aug-2021 | 依稀疏迴歸模型檢驗硬情緒：基於指數報酬的可預測性 | 林彣珊; Lin, Wen-Shan |
| 17-Sep-2009 | 信用衍生性商品之評價：應用物件導向程式設計 | 胡修銘 |
| 13-Jul-2015 | 全球銀行破產風險之研究 | 王莉婷 |
| 19-Dec-2019 | 公司治理與獨特性風險異象 | 江彌修; Chiang, Mi-Hsiu; 陳宜群; Chen, Yi-Chun*; 林煜恩; Lin, Yu-En; 池祥萱; Chi, Hsiang-Hsuan |
| 10-Jul-2018 | 共同基金投資組合配置基於三戰二勝的績效持續 | 陳麒如; Chen, Qi-Ru |
| 21-Jul-2014 | 具提前解約權之聯貸信用違約交換及其指數型擔保債權憑證的評價與避險 | 楊文瀚; Yang, Wen Han |