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Browsing by Author 陳威光


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DateTitleAuthor(s)
6-Nov-20081987年股票大崩盤期間股價指數期貨基差與股價變動之研究陳威光
6-Nov-2008An Alternative Test of the Black-Scholes Option Pricing Models陳威光
6-Nov-2008An Analysis of Capital Guaranteed Trust陳威光
6-Nov-2008An Analysis of Capital Guarantted Trust and Its Innovation Value- A Monte Carlo Approach for Pricing Average Rate Option陳威光
6-Nov-2008Application of Neural Networks to Financial Swaps陳威光
6-Nov-2008Capital Requirements and Market Risks of Currency Options- A VAR Approach陳威光
2-Sep-2022CEV股價過程下之可轉換公司債評價鄧宜皓; Teng, Yi-Hao
15-Oct-2010An empirical study on early surrender: the cointegration approac陳威光
6-Nov-2008An Empirical Test of Put-Call-Futures-Parity--A Relationship between Index Option and Futures Prices陳威光
6-Nov-2008The evaluation of option when the underlying asset prices under price limits陳威光
20-Jan-2016Fleeting Orders Under the Microscope陳威光; Kuo, Wei-Yu;Lin, Ching-Ting;Chen, Wei-Kuang
6-Nov-2008Further investigation of stock index futrues and stock prices movement during the Octorber 1987 market crash陳威光
2-Sep-2020ICO成功因素之探討蘇曉東; Su, Xiao-Dong
6-Nov-2008Information Technology,Market Efficiency and System Regulation :An Emprical Study of The Taiwan Stock Market Surveillance System陳威光
6-Nov-2008An Investigation of Stock Index Option Prices during the 1987 Stock Crash陳威光
6-Nov-2008The market risk of warrant positions: Value-at -risk Approach陳威光
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
Showing results 1 to 20 of 68  next >