Showing results 13 to 32 of 36
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| Date | Title | Author(s) |
| 19-Dec-2019 | Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options | 林士貴; Hsu*, Chih-Chen;; Lin, Shih-Kuei; Chen, Ting-Fu |
| 21-Mar-2018 | Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market | 林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei |
| 18-Sep-2017 | Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen |
| 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 |
| 15-Mar-2019 | Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu |
| 15-Mar-2019 | Realized Jump Risks in the U.S. TB and TIPS Markets | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi |
| 21-Jan-2021 | Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps | 林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu |
| 4-Mar-2020 | Stock Index Options Pricing under Jump Patterns Driven by Market States | 劉惠美*; Liu, Huimei; Lin, Chao-Yang; Lee, Jia-Ching; Lin, Shih-Kuei |
| 27-Dec-2022 | Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies | 林士貴; Lin, Shih-Kuei; Tsai, Pei-Ling;Hsu, Yuan-Lin;Chih, Hsiang-Hsuan |
| 21-Jan-2021 | Valuation and Empirical Analysis of Currency Options | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
| 17-Jun-2021 | Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts | 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
| 17-Jun-2021 | Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model | 林士貴; Lin, Shih-Kuei |
| 1-Aug-2022 | 以SOFR期貨建構利率期限結構：考慮跳躍過程之無套利Nelson-Siegel方法 | 葉宗瑋; Ye, Zong-Wei |
| 2-Feb-2018 | 在金融海嘯前中後波動度與跳躍風險在現貨市場與選擇權市場之研究 | 鍾長恕; Chung, Chang-Shu |
| 10-Feb-2022 | 基於SOFR期貨校估利率市場期間結構: Covid-19與非Covid-19時期之比較 | 張弘仕; Zhang, Hong-Shi |
| 2-Sep-2020 | 市場風險資本計提標準法與預期損失各模型之比較分析: GARCH、T-GARCH、AP-ARCH、POT與類神經網路模型 | 林朝陽; Lin, Chao-Yang |
| 10-Feb-2022 | 探討牛熊市之市場狀態下波動度風險溢酬與預期報酬 | 徐躍華; Hsu, Yueh-Hua |
| 10-Feb-2022 | 極端事件下企業法說會與財報之情緒對報酬之影響：以美國股票市場為例 | 姚詠馨; Yao, Yung-Hsin |
| 4-Aug-2021 | 機器學習下建構ESG股息波動因子投資組合 | 賴晨心; Lai, Chen-Hsin |
| 6-Jul-2023 | 碳排交易與石油市場之共同因子—以歐盟碳排放權與布蘭特原油為例 | 陸恭葦; Lu, Kung-Wei |