Publications- All

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Date Title Type Full Text
2021-08 媒體情緒於企業違約預警:基於公開資訊語意分析 article pdf(518)
2019-07 金融創新與商品個案 book pdf(669)
2018-09 期貨與選擇權-金融創新個案 book/chapter web page(1095)
2017-12 券商推薦股票評等報告之績效分析 article web page(805)
2016-12 Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions article pdf(847)
2015-08 期貨與選擇權原則 book/chapter web page(1514)
2014-04 Fleeting Orders Under the Microscope report pdf(1188)
2013 金融衍生工具 = Financial derivatives book/chapter web page(1043)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article pdf(1354)
2011-03 Macroeconomic Conditions, Firm-Level Productivity, and Capital Structure Choices article web page(1502)
2011 波動度選擇權的隱含波動度 report pdf(824)
2010-08 選擇權:理論、實務與風險管理=Options: theory, practice, and risk management book/chapter pdf(2033)
2010-03 衍生性商品:選擇權、期貨、交換與風險管理 book/chapter pdf(2401)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article pdf(1592)
2009 選擇權市場效率性檢定: 隱含波動度成對交易檢定法 article pdf(1129)
2008-04 Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits article pdf(641)
2004 選擇權之評價:Ornstein-Uhlenbeck 股價變動過程下 report pdf(1424)
2004 期貨市場交割結算基金總額計算方式之研究 report
2003-12 臺指選擇權手續費調降對期貨商營運績效之實證分析 article pdf(1255)
2003-09 An Empirical Study on the Lapse Rate:The Cointegration Approach article pdf(3255)
2003-09 保本型商品的評價與分析 article web page(1201)
2003-08 An empirical study on the Lapse Rate: the cointegration approach article pdf(2653)
2003-07 On the Distribution of Life Insurance Reserves in a Stochastic Mortality Interest Rate and Lapse Rate Environment article
2003-07 On the distribution of life insurance reserves in a stochastic mortality interest rate and surrender rate enviroment article web page(1948)
2003-07 An empirical study on early surrender: the cointegration approac article