| 2012-05 |
The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach |
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說明頁(2179) |
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| 2012.04 |
The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory |
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pdf(1084) |
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| 2012 |
Executive Compensation and Hedging Behavior: Evidence from Taiwan |
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pdf(740) |
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| 2011-12 |
Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations |
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說明頁(1438) |
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| 2011-09 |
Dynamic Conditional Correlation Analysis in International Real Estate Security Markets |
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pdf(1220) |
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| 2011.06 |
A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model |
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pdf(1127) |
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| 2011-06 |
三因子BGM模型下匯率連動固定期利率交換商品之評價 |
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pdf(1082) |
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| 2010.11 |
Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing |
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pdf(1106) |
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| 2010.09 |
An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model |
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pdf(1231) |
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| 2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes |
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說明頁(1192) |
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| 2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes |
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pdf(224) |
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| 2010-04 |
Warrant Introduction Effects on Stock Return Processes |
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pdf(1190) |
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| 2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：臺灣加權股價指數選擇權為例 |
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pdf(1149) |
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| 2010-01 |
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model |
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pdf(1083) |
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| 2009-10 |
Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes |
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pdf(1134) |
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| 2009-10 |
Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes |
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pdf(1106) |
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| 2009-08 |
財稅差異與盈餘管理之關聯性研究 |
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pdf(946) |
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| 2009-07 |
臺灣短期利率模型樣本外預測之實證研究 |
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pdf(905) |
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| 2009-06 |
短期利率條件分配之尾部差異性檢定與風險值 |
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pdf(1057) |
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| 2009-02 |
The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes |
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pdf(1053) |
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| 2009-02 |
Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model |
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pdf(966) |
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| 2009-02 |
A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity |
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pdf(1025) |
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| 2009-01 |
Modelling VaR for Foreign-asset Portfolios in Continuous Time |
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pdf(1097) |
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| 2009 |
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks |
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說明頁(1940) |
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| 2008-10 |
Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses |
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pdf(985) |
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