| 2010 |
Valuation and implied volatility of VIX options |
黃暐能 |
thesis |
pdf(1233) |
| 2010 |
The effectiveness of officially open mouth intervention by central bank of Taiwan |
馮安安 |
thesis |
pdf(355) |
| 2010 |
The research for comparing the intervention behaviors of Central Bank of Taiwan in foreign exchange markets：Hsu Yuan-Tung versus Peng Huai-Nan |
曾斐筠 |
thesis |
pdf(421) |
| 2010 |
Measuring the impact of basel capital requirement Ⅲ on the banking system of Taiwan |
游易霖 |
thesis |
pdf(366) |
| 2010 |
The feasibility study on building Taiwan financial conditions index |
郭涵如 |
thesis |
pdf(290)pdf(287)pdf(261) |
| 2010 |
Official intervention in the foreign exchange market:A case study of Japan |
陳逸華 |
thesis |
pdf(284) |
| 2010 |
Experiences of foreign banks in China and the study of Taiwanese banks entering China |
張志揚 |
thesis |
pdf(362)pdf(695) |
| 2010 |
Taiwan weighted stock index trading research-EEMD And ANN method |
蔡橙檥 |
thesis |
pdf(338) |
| 2009 |
An efficient valuation and hedging of constant maturity swap products under BGM model |
蔡宏彬 |
thesis |
pdf(329) |
| 2009 |
A study on the determinants of China`s exchange rate |
蔡錦昌、Chua, Kim Cheong |
thesis |
pdf(1042) |
| 2010 |
Pricing interest rate options in a cross-currency LIBOR market model |
連云暄 |
thesis |
pdf(530) |
| 2010 |
Pricing of the Collateralized Mortgage Obligations(CMOs)--Based on the Interest Rate Model of BGM |
張繼文、Chi-Wen Chang |
thesis |
pdf(694) |
| 2012 |
Essays on Financial Reform, Regulation and Dynamic Efficiency of Commercial Banks from Taiwan or China’s Perspective |
遲淑華、Chih, Shu Hwa |
thesis |
pdf(156) |
| 2012 |
Application of Factor Copula Model on the Valuation of Credit-Linked Notes |
朱婉寧 |
thesis |
|
| 2013 |
Valuation Of Options In A Markovian Regime-Switching Market : Markov-Modulated Gaussian HJM Model by Double Esscher Transform |
李章益、Li, Chang Yi |
thesis |
pdf(316)說明頁(459) |
| 2013 |
Two Essays on Bank Competition: New Methods and Their Applications |
劉南宏、Liu, Nan Hung |
thesis |
說明頁(340) |
| 2012 |
The interrelationship between net interest margin and noninterest income and the determinants of net interest margin for Asian banks. |
林文健 |
thesis |
pdf(436) |
| 2012 |
Valuation of a Credit Linked Note on the Implementation of the Variance Gamma Distribution |
宋彥傑、Song, Yen Jieh |
thesis |
說明頁(275) |
| 2013 |
How Financial Regulation Requirements Affect Banks’ Profit in Taiwan |
彭方偉、Peng, Fang Wei |
thesis |
說明頁(256) |
| 2011 |
Valuation of European Energy Futures Option： A Case Study of WTI Oil |
鄧怡婷、Deng, I Ting |
thesis |
pdf(891) |
| 2013 |
State-dependent jump risks and American option pricing: an empirical study of the gold futures market |
連育民、Lian, Yu Min |
thesis |
pdf(158) |
| 2013 |
Value Investing:A Investment Performance of Selection Strategy |
朱詩桓、Chu, Shih Huan |
thesis |
pdf(1877) |
| 2012 |
Hedging Contingent Convertible Bonds |
林建璋、Lin, Chien Tsang |
thesis |
pdf(259) |
| 2012 |
The Influence of Time Series model Forecasting Accuracy On Wavelet Analysis -Evidence from NTD/USD exchange rate |
吳修宏、Wu, Hsiu Hung |
thesis |
說明頁(254) |
| 2013 |
Carry trade strategies in FX market by use of FX implied volatility as an indicator - Application of Markov switching model |
張誠文、Chang, Cheng Wen |
thesis |
pdf(535) |
