| 2008-09 |
可解約分紅保單之遞迴評價公式 |
article |
說明頁(890) |
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| 2008-07 |
Closed-Form Mortgage Valuation Using Reduced-Form Model |
article |
pdf(1158) |
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| 2008-06 |
A GARCH with Time-Changed Lévy Innovation Model and Its Applications from an Economic Perspective |
article |
pdf(853) |
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| 2008 |
Pricing Generalized Capped Exchange Options |
article |
pdf(1375) |
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| 2007 |
Measuring financial synergies in cross-border M&A transactions using diffusion processes |
article |
說明頁(915) |
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| 2006-12 |
Effects of Macroeconomic Conditions and Firm-Level Productivity on Optimal Capital Structure: Theory and Evidence |
article |
pdf(1767) |
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| 2006-09 |
Valuation and Optimal Strategies of Convertible Bonds |
article |
pdf(1317) |
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| 2006-08 |
不確定下之最適購併決策分析 |
article |
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| 2006-01 |
The Valuation of European Options When Asset Returns Are Autocorrelated |
article |
pdf(1146) |
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| 2006-01 |
隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略 |
article |
說明頁(859) |
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| 2005-08 |
利率、匯率及價格風險下遠期價格樹狀模型 |
article |
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| 2005-08 |
Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks |
article |
說明頁(1162) |
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| 2005-06 |
擔保債權憑證之評價─Copula分析法 |
article |
pdf(1530) |
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| 2005-01 |
估計與比較連續時間利率模型：台灣商業本票之實証分析 |
article |
pdf(909) |
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| 2005-01 |
上限型股權連結保本票券之設計、評價和比較 |
article |
pdf(1047) |
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| 2005-01 |
Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension |
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pdf(1400) |
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| 2003-09 |
The Valuation and Hedging Strategies of High Yield Notes |
article |
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| 2003-09 |
最適投資決策與產品生命週期--實質選擇權分析法 |
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pdf(1837) |
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| 2003-03 |
組合型選擇權之評價及其在投資組合避險策略上之應用 |
article |
pdf(874) |
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| 2003-01 |
The valuation of reset options with multiple strike resets and reset dates |
article |
pdf(1161) |
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| 2003 |
Pricing Models of Equity Swaps |
article |
pdf(1085) |
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| 2003 |
保本型票券之定價及避險策略 |
article |
pdf(2059) |
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| 2003 |
最適投資決策與產品生命週期─實質選擇權分析法 |
article |
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| 2003 |
最適投資決策與產品生命週期─實質選擇權分析法 |
article |
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| 2002-01 |
信用風險下的股酬交換評價 |
article |
說明頁(1035) |
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