Subscribe to this collection to receive daily e-mail notification of new additions

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