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Showing items 476-500 of 1830. (74 Page(s) Totally)
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DateTitleAuthors
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
2002 The Valuation of Generalized Capped Options 廖四郎; C. W. Wang
2001 The Valuation of Generalized Time-Varing Discrete Capped Exchange Options with Related Asset as Trigger and A Stochastic Barrier under Stochastic Interest Rate 廖四郎; C. W. Wang
2009 Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
2021-03 Valuation of Non-Negative-Equity Guarantees Considering Contagion Risk of House Prices under the HJM Interest Rate Model 楊曉文; Yang, Sharon S.; Chen, Fen-Ying; Huang, Hong-Chih
2012-04 Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option 林士貴; Tsai, P. L.; Lin, S. K.; Chih, H. H.
2011-06 A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model 廖四郎; 楊繡碧; 蔡宏彬; Liao, Szu-Lang; Yang, Hsiu-Pi; Tsai,Hung-Pin
2010-04 Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model Chou, Chi-Hsun; Chen, Son-Nan
2009 Valuation of Quanto Interest Rate Exchange Options 傅瑞彬; 陳松男; 吳庭斌
2013-10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng; Li, Chang-Yi
2012-12 Valuation of Rarchet Equit-Indexed Annuities 邱于紛; 謝明華; 蔡政憲; 陳威光; Chiu, Yu-Fen; Hsieh,Ming-Hua; Tsai,Chen-Hsien
2012 Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age 楊曉文; Yang, Sharon S.
2002 The Valuation of Reset Options with Multipla Strike Resets and Reset Dates 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
2009-02 The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes Chang, Chia-Chien; Wang, Chou-Wen; Liao,Szu-Lang; 張嘉倩; 王昭文; 廖四郎
2016-06 The Valuation of Temperature Derivatives: The Case for Taiwan 楊曉文; Yang, Sharon S.
2009 Variance-Gamma因子聯繫結構模型於違約相關性之描述及應用 賴興展
2010 VIX 選擇權之評價及其隱含波動度之探討 黃暐能
2015 The volatility structure of oil futures market returns: an empirical investigation 廖四郎; Lian, Yu-Min; Liao, Szu-Lang
2010-04 Warrant Introduction Effects on Stock Return Processes Chang, Jui-Jane; Liao, Szu-Lang; 張瑞珍; 廖四郎
2007 an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? 江彌修
1997-03 Weekday Effect, Autocorrelation and Price Limit in the Taiwan Stock Market--The Application of Gibbs Sampler Method Shen, Chung-Hua; Chou, Pin-Huang; 沈中華
2018-08 What Causes the Efficiency and the Technology Gap under Different Ownership Structures in the Chinese Banking Industry? Lee, Chi‐Chuan; 黃台心; Huang, Tai‐Hsin
2012-06 What drives the dating game of executive options exercise? Evidence from Taiwan Wu, Ming-Cheng; Fung, Hung-Gay; Huang, Yi-Ting; 黃怡婷

Showing items 476-500 of 1830. (74 Page(s) Totally)
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