| 2010 |
The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDO Under The Jump Diffusion Model |
王聖元、Wang , Sheng Yuan |
thesis |
|
| 2010 |
無 |
賴建安、Lai, Chien An |
thesis |
說明頁(257) |
| 2010 |
Two essays on corporate finance: capital structure and executive compensation |
林家帆 |
thesis |
說明頁(264) |
| 2010 |
Bayesian model for bank failure risk in Taiwan |
黃薰儀、Huang, Hsun Yi |
thesis |
說明頁(246) |
| 2010 |
The analysis of the relationship between commodity price index and macroeconomic price indexes |
謝濱宇 |
thesis |
說明頁(286) |
| 2010 |
Does corporate governance variables influence the outcome of bank rating? |
吳夢萱 |
thesis |
說明頁(243) |
| 2010 |
A study of the relationship between commodity indexes, stock market and foreign exchange |
陳玉樹、Chen, Yu Shu |
thesis |
pdf(1079)pdf(887)pdf(5260) |
| 2009 |
An empirical study of relations between small cap stock and volume in taiwanese stock market |
林大偉 |
thesis |
pdf(1509) |
| 2010 |
Credit default spread valuation under the state-dependent corporate credit model |
梁瀞文、Liang, Ching Wem |
thesis |
說明頁(255) |
| 2011 |
The application of artificial neural network and genetic algorithm on investment strategy |
戴維志 |
thesis |
|
| 2011 |
Price transmission dynamics between TDRs and the underlying foreign securities |
張韡華 |
thesis |
pdf(558) |
| 2011 |
外資現貨買賣超、期貨與選擇權多空交易與大盤指數之關係：台灣證券市場實證研究 |
陳彥碩 |
thesis |
說明頁(253) |
| 2011 |
Financial risk management in energy industry under the environmental protection: evidence from refinery |
王品昕、Wang, Pin Hsin |
thesis |
pdf(279) |
| 2011 |
一籃子信用違約交換之評價: 不同copula模型的延伸 |
馬丹威 |
thesis |
說明頁(562) |
| 2011 |
投資組合保險應用─複製型賣權策略與固定比例投資組合保險策略(CPPI)之比較 |
蘇思瑜 |
thesis |
pdf(1380) |
| 2011 |
中國大陸之外資銀行與中資銀行經營業務分析—兼談台灣銀行業登陸之業務方向 |
陳明陽 |
thesis |
說明頁(364) |
| 2011 |
Contagion effect on the asian stock markets under extreme events -CoVaR Model |
林楙然 |
thesis |
說明頁(257) |
| 2011 |
The effects of the Global Financial Crisis in Latin American countries’ economic performance |
顧迪可、Diego Ramirez |
thesis |
pdf(694) |
| 2011 |
The Impacts of Political Connections and Ownership Structure on Firm Value |
王佑鈞、Wang, Yu Chun |
thesis |
說明頁(327) |
| 2011 |
Nonlinear adjustment and predictability of exchange rate returns models |
陳紹珍 |
thesis |
說明頁(354) |
| 2011 |
The relationship between TAIEX and NTD/USD in extreme events on CoVaR model |
曹君龍 |
thesis |
pdf(407) |
| 2011 |
Valuing unlisted companies-case of silicon power computer & communications inc. |
蘇煒程 |
thesis |
說明頁(224) |
| 2011 |
A Closed-Form Pricing Formula for Catastrophe Bonds with Default Risk, Basis Risk and Moral Hazard: Evidence from Muteki Ltd. Earthquake Bond |
李峻豪 |
thesis |
pdf(357) |
| 2011 |
Portfolio selection under optimal execution strategies : considering liquidity risk |
林琨哲、Lin, Kun Che |
thesis |
pdf(415) |
| 2011 |
Basel Ⅲ：Identification of Bank Risk by the Net Stable Funding ratio |
楊旭文 |
thesis |
pdf(218)pdf(233) |
