| 2009 |
The Analysis of Overseas Expansions for MNBs: Determinants and Corruption`s Impact |
蔡淵禮 |
thesis |
|
| 2009 |
The studies on tracking error, deviation and volume-W.I.S.E.PolarisCSI300 ETF, Hang Seng H-Share Index ETF and Hang Seng Index ETF |
彭靖 |
thesis |
|
| 2009 |
Multinomial trees in the pricing of CDOS with stochastic recovery rates |
王瑞傑、Wang,Ruey Jey |
thesis |
說明頁(253) |
| 2009 |
Pricing convertible bonds with credit risk and interest rate risk |
凃宗旻 |
thesis |
說明頁(343) |
| 2009 |
Asymmetric Volatility in Asset Returns and Dynamic Asset Allocation |
陳正暉、Chen,Zheng Hui |
thesis |
pdf(907) |
| 2008 |
亞洲通貨單位之編製與研究 |
邱莉婷 |
thesis |
pdf(740)pdf(844)pdf(818)pdf(812)pdf(2215)pdf(2323)pdf(1297)pdf(875)pdf(937)pdf(1008)pdf(738)pdf(896) |
| 2007 |
擔保債權憑證選擇權之評價與分析--動態違約傳染模型之應用 |
曾彥盛 |
thesis |
pdf(583)pdf(700)pdf(673)pdf(632)pdf(714)pdf(1854)pdf(1362)pdf(895)pdf(962)pdf(944)pdf(792) |
| 2007 |
台灣、香港、大陸股票市場與美國股市間整合度分析─以NYSE上市的ADR為例 |
潘幸甯 |
thesis |
pdf(784)pdf(699)pdf(777)pdf(765)pdf(4667)pdf(1420)pdf(989)pdf(1005)pdf(857)pdf(794) |
| 2007 |
德意志銀行國際化演變之研究 |
李欣恬 |
thesis |
pdf(626)pdf(582)pdf(586)pdf(561)pdf(666)pdf(1048)pdf(589)pdf(595)pdf(600)pdf(660)pdf(638) |
| 2008 |
延伸共同邊界模型至麥氏生產力指數探討西歐各國銀行效率與生產力變動 |
陳盈昭 |
thesis |
pdf(651)pdf(644)pdf(658)pdf(1268)pdf(1432)pdf(1187)pdf(929)pdf(892)pdf(996)pdf(670) |
| 2008 |
On The Application of Inhomogeneous Poisson Arrivals in Default Intensity Modelling: Dynamic Default Correlations |
張宇賢 |
thesis |
pdf(619)pdf(681)pdf(623)pdf(593)pdf(1210)pdf(1044)pdf(1102)pdf(744)pdf(643)pdf(663) |
| 2008 |
Essays on Options and Credit Derivatives |
傅瑞彬、Fu, Jui Pin |
thesis |
pdf(835)pdf(1021)pdf(876)pdf(740)pdf(939)pdf(1202)pdf(1261)pdf(825)pdf(826)pdf(935) |
| 2009 |
Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model |
周奇勳 |
thesis |
pdf(1394) |
| 2007 |
On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm |
謝伊婷、Hsieh, Yi-Ting |
thesis |
pdf(615)pdf(816)pdf(618)pdf(684)pdf(991)pdf(1942)pdf(1020)pdf(751)pdf(735)pdf(689) |
| 2009 |
A contagion model of defaults and its applications |
揚濬濂 |
thesis |
pdf(986) |
| 2010 |
出事銀行的流動性創造與成本管理的銀行效率 |
陳庭萱 |
thesis |
說明頁(277) |
| 2009 |
Discussion on Taiwan stock index and the overall correlation of economic variables |
林威凱 |
thesis |
說明頁(276) |
| 2010 |
An Analysis of Real Exchange Rates of Mainland China, Japan, South Korea and Taiwan: Using STAR Model |
葉州倫 |
thesis |
說明頁(328) |
| 2010 |
Markov-Switching Model for Taiwan financial crises |
楊瑋勻 |
thesis |
說明頁(300) |
| 2010 |
A study of straddle and strangle strategies: evidence from TAIEX options |
王祈凱、Wang, Chi Kai |
thesis |
說明頁(284) |
| 2010 |
Financial distress prediction model-an example from China listed companies |
洪崇文 |
thesis |
說明頁(336) |
| 2010 |
A study of price relationship between CSI 300 index futures and spot prices |
邱仕宗 |
thesis |
說明頁(473) |
| 2010 |
Simulation of optimal moving average combination- based on regime switching model |
黃致穎、Huang, Chih Ying |
thesis |
|
| 2010 |
Conditional probability trading model - empirical research for the stock market of Taiwan. |
李培均、Lee, Pei Chun |
thesis |
說明頁(378) |
| 2010 |
A Discrete-Time Inter-Temporal Default Contagion Model and Its Applications |
林國瑞 |
thesis |
說明頁(207) |
