Collection's Items (Sorted by Submit Date in Descending order): 21 to 39 of 651
Date | Title | Author(s) |
17-Jun-2021 | Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model | 林士貴; Lin, Shih-Kuei |
17-Jun-2021 | Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts | 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
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 |
10-Jun-2021 | Analytical Approximations for American Options: The Binary Power Option Approach | 江彌修; Chiang, Mi-Hsiu; Fu, Hsin-Hao |
28-Jan-2021 | 運用隨機共同成本邊界函數聯合估計中國銀行業之成本效率及市場競爭度 | 黃台心; Tai‑Hsin Huang; Chen) , 陳禹伶(Yu-Ling; Chiu), 邱義晃(Yi-Huang |
28-Jan-2021 | Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market | 楊曉文; Yang, Sharon S.; Chen, Hong-Yi |
28-Jan-2021 | Model Risk on Risk Analysis for No-Negative-Equity-Guarantees | 楊曉文; Yang, Sharon S.; Huang, Jr-Wei; Chang, Chuang-Chang |
28-Jan-2021 | Utilizing online stochastic optimization on scheduling of Intensity-Modulate Radiotherapy Therapy (IMRT) | 羅明琇; Lo, Sonia M.; Chang, W.H.; Chen, T.L.; Chen, J.C.;Wu, H.N. |
21-Jan-2021 | Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products | 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei; 張傳章; Chang, Chuang-Chang |
21-Jan-2021 | Valuation and Empirical Analysis of Currency Options | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
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 |
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 |
21-Jul-2020 | Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | The Valuation of Temperature Derivatives: The Case for Taiwan | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms | 楊曉文; Yang, Sharon S.; Tien, Joseph J |
21-Jul-2020 | Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | Pension Reform and Building a Sustainable Pension System in Taiwan | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities | 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei |
Collection's Items (Sorted by Submit Date in Descending order): 21 to 39 of 651