SON-NAN CHEN - Social Network - NCCU Academic Hub

SON-NAN CHEN (49)
2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market
2010-09 Fast Algorithms for Pricing Ratchet Equity Indexed Annuities
2010-06 Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model
2009.06 選擇權賣方有利可圖嗎：加價利益的颧點
2009 Valuation of Quanto Interest Rate Exchange Options
2009 跨通貨利率保證財務契約之評價---跨國LIBOR市場模型
2009 Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model
2009 Analytical Valuation of Barrier Interest Rate Options Under Market Models
2008-07 Valuation of floating range notes in a LIBOR market model
2008 Quanto Average Rate Options on a Lognormal Interest Rate Model
2008 匯率連動利率選擇權之評價---跨國 LIBOR市場模型
2008 Extend the Debt as It Is Not Deeply Out-of-the-Money
2007-09 Equity swaps in a LIBOR market model
2007 Cross-Currency Equity Swaps in the BGM Model
2006 信用連結商品個案之分析與評價
2005 基礎投資學
2005 結構型金融商品之設計及創新（二）
2005 An Alternative Test of The After-tax CAPM
2005 匯率連動多時點重設型選擇權
2005 匯率連動回顧型選擇權
2004 結構型金融商品之設計及創新（一）
2004 基礎選擇權與期貨
2004 匯率連動遠期生效亞洲選擇權
2003 匯率連動重設型賣權
2003 浮動匯率連動極大值選擇權
2003 匯率連動互換選擇權：設計與評價
2003 違約風險下數據選擇權：評價與避險
2002 延緩上限型認購權證封閉解評價模型
2002 金融工程學
2001 降低權利金的權證創新，評價及避險
2001 Hedging and arbitrage warrants under smile effects: analysis and evidence
2001 探討可降低權利金之簡單權證創新及評價
2000 國內及國外資本資產投資之風險報酬分析
2000 組合型權證的正確評價及避險方法
2000 選擇權投資交易策略
2000 組合型權證的正確評價及避顯方法
1999 在間斷性避險及交易成本下的選擇權評價模型：以實務觀點修正理論
1999 金融商品波動度最佳預測模型的認定
1996 International real interest rate parity with error correction models
1995-06 Modern Portfolio Selection Capital Asset Pricing Theories Portfolio Management Theories and Strategies and Managing Investment Risks
1995-03 Common Stock and Bond Valuation Bond Portfolio Strategies Stock Option Valuation and Trading Strategies
1994 Global Working Capital Management
1994 Exchange Rate Determination and Exchange Risk Managing Strategies
1994 Advances in Investment Analysis and Portfolio Management
1994 匯率決定論與匯率風險管理策略
1994 全球化流動資金之管理與運用策略
1993 Advances in Investment Analysis and Portfolio Management
1991 Managing Financial Risk
1991 Advances in Investent Analysis and Portfolio Management

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