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Showing items 7076-7100 of 31938. (1278 Page(s) Totally)
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2019 Valle Verde的商業成長策略 周敬堯; Chou, Jason
2019-01 Valuation and analysis on complex equity indexed annuities 謝明華; Hsieh, Ming-hua; Chiu, Yu-Fen; Tsai, Cheng-hsien
2019-10 Valuation and analysis on complex equity indexed annuities 謝明華; Hsieh, Ming-Hua; Chiu, Yu-Fen; Tsai, Cheng-hsien
1992-03 The Valuation and Efficiency Test of Stock Index Option Markets:A Evidence from the 1987 Stock Crash 陳威光
2020-04 Valuation and Empirical Analysis of Currency Options 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang
2002 Valuation and Hedging for LPI Liabilities 黃泓智
2004 Valuation and Hedging of Limited Price Indexation (LPI) Liability 黃泓智; Huang,H.-C.; Cairns,A.J.G
1999-04 The valuation and Hedging of reset option 陳威光
2003-09 The Valuation and Hedging Strategies of High Yield Notes 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
2006-09 Valuation and Optimal Strategies of Convertible Bonds 廖四郎; 黃星華; Liao, Szu-Lang; Huang, Hsing-Hua
2021-04 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
2003 Valuation of Anerican Put Options: A Comparison of Existing Methods 邱景暉
2001 The Valuation of Basket Options and Portfolio Insurance 廖四郎
2021-04 Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model 林士貴; Lin, Shih-Kuei
2011-06 Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes Chang, C. C.; Lin, S. K.; Yu, M. T.; 林士貴
2009-08 The Valuation of Contingent Capital with Catastrophe Risks Lin, Shih-Kuei; Chang, C. C.; Powers, M. R.; 林士貴
2012-06 Valuation of Convertible Bond Under Levy Process with Default Risk 廖四郎; Liao, Szu-Lang; Tsai, Ming-Shann; Chen, Jun-Home; Li, Chia-Huang
2003 The Valuation of Convertible Bond with Credit Risk 廖四郎
1999-04 Valuation of Cross-Currency Two-Way Equity Swaps with Stochastic Interest Rates 胡聯國
2000 Valuation of Cross-Currency Two-way Equity SWAPS without Currency Risks 廖四郎; 江怡蒨; 胡聯國
2013-09 The Valuation of Currency Options with Markov-Modulated Jump Risks 廖四郎; Liao, Szu-Lang; Lian, Yu-Min
2006-01 The Valuation of European Options When Asset Returns Are Autocorrelated 廖四郎; 陳昭君; Liao, Szu-Lang; Chen, Chao-Chun
2008-07 Valuation of floating range notes in a LIBOR market model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
2001 Valuation of general reset options 廖四郎; C. W. Wang
2003 The Valuation of Generalized Capped Exchange Options 廖四郎

Showing items 7076-7100 of 31938. (1278 Page(s) Totally)
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