MI-HSIU CHIANG - Social Network

MI-HSIU CHIANG (42)
2024-02 Retrieving almost stochastic Dominance momentum in Taiwan stock market
2022-08 基於集成學習框架之信用違約預測－以信用卡客戶為例
2021-09 Predictive Ability of Similarity-based Futures Trading Strategies
2021-08 媒體情緒於企業違約預警：基於公開資訊語意分析
2021-03 Relevance of the Disposition Effect on the Options Market: New Evidence
2019-09 漫步於隨機森林：輔以多數決學習的台股指數期貨交易策略
2019-03 公司治理與獨特性風險異象
2019-01 Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms
2018-12 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps
2018-09 A Liquidity-based Betting-against-beta Strategy
2018-09 Analytical Approximations for American Options: The Binary Power Option Approach
2015-01 集中度風險於結構式商品的量化與分析：以房屋抵押貸款證券為例
2014.09 Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy
2014.09 重隨機假設下動態違約相關性之描述及其資訊內涵：以指數型信用擔保債權憑證為例
2014-09 On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches
2014 流動性風險下信用違約傳染模型之建構及實證研究
2013.10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
2013 模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析
2012.12 The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model
2012-12 跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制
2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market
2012 固定比例擔保債務憑證之研究
2011 固定比例擔保債務憑證之研究
2010 重隨機假設下之動態違約相關性描述
2009.12 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
2009.09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
2009 條件獨立假設下合成型擔保債權憑證之評價與避險
2009 我國推出ETF期貨或選擇之可行性研究
2009 我國推出ETF期貨或選擇之可行性研究
2009 基於跨期違約相關性描述下信用衍生性商品之評價
2008-09 雙層保護合成型擔保債權憑證之評價與風險特徵研究
2008.03 Option Pricing Based on the Alternating Direction Implicit Finite Difference Method
2008-01 違約的代價: 契約違約金存在之合理性
2008 Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes
2008 具複合保護層之擔保債權憑證研究
2007-12 An Efficient Algorithm for Basket Default Swap Valuation
2007 The Key Role Penalty Played
2007 an We See the Future and Rational Price of the Unlisted or Switching Listed Firm?
2007 Important Sampling for Basket Default Swap Valuation
2006-12 百慕達式利率交換選擇權
2004 選擇權之評價：Ornstein-Uhlenbeck 股價變動過程下
2002 實資選擇權投資學在資源開發投資問題互動性策略彈性評估的應用

Menuclose