Publications-期刊論文

Showing 51-75 of 91
Date Title Type Full Text Scopus WOS Altmetric
2008-09 可解約分紅保單之遞迴評價公式 article 說明頁(890)
2008-07 Closed-Form Mortgage Valuation Using Reduced-Form Model article pdf(1158)
2008-06 A GARCH with Time-Changed Lévy Innovation Model and Its Applications from an Economic Perspective article pdf(853)
2008 Pricing Generalized Capped Exchange Options article pdf(1375)
2007 Measuring financial synergies in cross-border M&A transactions using diffusion processes article 說明頁(915)
2006-12 Effects of Macroeconomic Conditions and Firm-Level Productivity on Optimal Capital Structure: Theory and Evidence article pdf(1767)
2006-09 Valuation and Optimal Strategies of Convertible Bonds article pdf(1317)
2006-08 不確定下之最適購併決策分析 article
2006-01 The Valuation of European Options When Asset Returns Are Autocorrelated article pdf(1146)
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)
2005-08 利率、匯率及價格風險下遠期價格樹狀模型 article
2005-08 Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks article 說明頁(1162)
2005-06 擔保債權憑證之評價─Copula分析法 article pdf(1530)
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)
2005-01 上限型股權連結保本票券之設計、評價和比較 article pdf(1047)
2005-01 Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension article pdf(1400)
2003-09 The Valuation and Hedging Strategies of High Yield Notes article
2003-09 最適投資決策與產品生命週期--實質選擇權分析法 article pdf(1837)
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)
2003-01 The valuation of reset options with multiple strike resets and reset dates article pdf(1161)
2003 Pricing Models of Equity Swaps article pdf(1085)
2003 保本型票券之定價及避險策略 article pdf(2059)
2003 最適投資決策與產品生命週期─實質選擇權分析法 article
2003 最適投資決策與產品生命週期─實質選擇權分析法 article
2002-01 信用風險下的股酬交換評價 article 說明頁(1035)