Showing results 1 to 20 of 36
next >
| Date | Title | Author(s) |
| 19-Dec-2019 | Analysis of the Risk Management Strategies for Contingent Convertible Bonds | 林士貴; Lin, Shih-Kuei; 陳亭甫; Chen, Ting-Fu; 林建璋; Lin, Chien-Tsang |
| 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 |
| 23-Aug-2017 | Empirical analysis of stock indices under a regime-switching model with dependent jump size risks | 林士貴; Hsu, Yuan-Lin; Lin, Shih-Kuei; Hung, Ming-Chin; Huang, Tzu Hui |
| 18-Sep-2009 | Empirical Performance and Asset Pricing in Markov Jump Diffusion Models | 林士貴; Lin, Shih-Kuei |
| 6-Jul-2023 | ESG評分於美國銀行業經營績效之影響 | 葉兆揚; Yeh, Jhao-Yang |
| 21-Jan-2021 | Excess volatility and market efficiency in government bond markets: the ASEAN-5 context | 林士貴; Lin, Shih-Kuei; Liao , Szu-Lang; Wong, Shao-Jye; Tang, Kin-Boon |
| 18-Sep-2017 | Fair valuation of mortgage insurance under stochastic default and interest rates | 林士貴; Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-Kuei; Chuang, Ming-Che |
| 4-Jan-2017 | G-10國家匯率動態過程與選擇權評價：馬可夫調控模型之實證 | 吳安琪 |
| 1-Jul-2021 | GSMM模型下可贖回固定期限交換價差區間計息型商品評價與敏感度分析 | 黃子瑋; Huang, Zi-Wei |
| 1-Feb-2021 | IFRS 17下保單貸款行為對準備金的影響：以10年期生死合險為例 | 吳浚和; Wu, Chun-He |
| 19-Dec-2019 | Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例 | 林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; Liao, Szu-Lang |
| 17-Jun-2021 | Option pricing under stock market cycles with jump risks: evidence from the S | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun Wang; Chuang, Ming-Che; Shyu , So-De |
| 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 |