| dc.contributor | 金融系 | |
| dc.creator (作者) | 林士貴 | |
| dc.date (日期) | 2019-07 | |
| dc.date.accessioned | 7-Apr-2026 13:17:15 (UTC+8) | - |
| dc.date.available | 7-Apr-2026 13:17:15 (UTC+8) | - |
| dc.date.issued (上傳時間) | 7-Apr-2026 13:17:15 (UTC+8) | - |
| dc.identifier.uri (URI) | https://ah.lib.nccu.edu.tw/item?item_id=181921 | - |
| dc.format.extent | 116 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | 科技部, MOST106-2410-H004-042-MY2, 106.08-108.07 | |
| dc.subject (關鍵詞) | DCC-AGARCH-Levy 模型; Copula 模型; 附條件債券; 利率衍生性商品; 信用衍生性商品 | |
| dc.subject (關鍵詞) | DCC-AGARCH-Levy model; Copula model; corporate bond with provision; interest rate derivatives; credit derivatives | |
| dc.title (題名) | 動態相關性多變量GARCH模型下附條件債券、利率衍生性商品與信用衍生性商品之評價 | |
| dc.title (題名) | Pricing Provision Bonds, Interest Rate Derivatives, and Credit Derivatives under the Multivariable Garch Models with Dynamic Conditional Correlation | |
| dc.type (資料類型) | report | |
