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Browsing by Author 陳威光


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Showing results 17 to 36 of 68 < previous   next >
DateTitleAuthor(s)
21-Nov-2018Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price LimitsChiang, Mi-Hsiu; 陳威光; Chen, Wei-Kuang; Cheng, Chi-Hung
6-Nov-2008Option Pricing When Stock Price Under Price Limits陳威光
6-Nov-2008Option Pricing When Underlying Asset Subject to Price Limits陳威光
6-Nov-2008A Study of the value of early ecxercise in America Option Prices陳威光
6-Nov-2008The Valuation and Efficiency Test of Stock Index Option Markets:A Evidence from the 1987 Stock Crash陳威光
6-Nov-2008The valuation and Hedging of reset option陳威光
4-Sep-2013VIX 選擇權之評價及其隱含波動度之探討黃暐能
30-Oct-2012一籃子信用違約交換之評價: 不同copula模型的延伸馬丹威
6-Nov-2008不完全市場下選擇權與期貨價格關係之實證研究陳威光
1-Jul-2022中國大陸ETF追蹤誤差之研究——以金融行業為例李文婕; Li, Wen-Jie
31-Mar-2016以Adaptive Mesh Model評價重設選擇權洪瑞鴻; Hong, Ruey-Hong
1-Jul-2013以VIX指數偵測危機狀態之效果探討─TVTP方法之應用戴天君; Tai, Tien Chun
18-Apr-2016以實質選擇權法評估高科技產業股價林家帆; Lin, Chia-Fan
20-Apr-2016以風險值衡量銀行外匯部位資本之計提陳昀聖; Chen, Yun-Sheng
15-Apr-2016備兌型認購權證避險策略與績效之評估范雅琁
30-Oct-2012全球金融危機對拉丁美洲國家經濟表現之影響顧迪可; Diego Ramirez
19-Dec-2019券商推薦股票評等報告之績效分析林靖庭; Lin, Ching-Ting; 陳威光; Chen, Wei-Kuang; 張清發; Chang, Ching-Fa
11-Jul-2013創造公司價值因素之探討—以半導體晶圓代工產業為例江玠寬; Chiang, Chieh Kuan
2-Jan-2013台商赴大陸投資之經營策略探討-以三個公司個案訪談為例吳雲武
3-Aug-2020台灣開放銀行規範與數據授權隱私探討盧金慧; Lu, Jin-Hui
Showing results 17 to 36 of 68 < previous   next >