| 2012-06 |
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market |
article |
說明頁(2091)說明頁(1875) |
| 2010-09 |
Fast Algorithms for Pricing Ratchet Equity Indexed Annuities |
article |
說明頁(1906) |
| 2010-06 |
Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model |
article |
說明頁(1288) |
| 2009 |
Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model |
article |
pdf(1113) |
| 2009 |
Valuation of Quanto Interest Rate Exchange Options |
article |
pdf(2705) |
| 2009 |
跨通貨利率保證財務契約之評價---跨國LIBOR市場模型 |
report |
pdf(422) |
| 2009 |
Analytical Valuation of Barrier Interest Rate Options Under Market Models |
article |
pdf(1496) |
| 2008-07 |
Valuation of floating range notes in a LIBOR market model |
article |
pdf(1110) |
| 2008 |
Extend the Debt as It Is Not Deeply Out-of-the-Money |
article |
說明頁(1540) |
| 2008 |
Quanto Average Rate Options on a Lognormal Interest Rate Model |
article |
pdf(1525) |
| 2008 |
匯率連動利率選擇權之評價---跨國 LIBOR市場模型 |
report |
pdf(1023) |
| 2007-09 |
Equity swaps in a LIBOR market model |
article |
pdf(1078) |
| 2007 |
Cross-Currency Equity Swaps in the BGM Model |
article |
pdf(1039) |
| 2006 |
信用連結商品個案之分析與評價 |
book/chapter |
pdf(1282) |
| 2005 |
匯率連動多時點重設型選擇權 |
report |
pdf(486) |
| 2005 |
匯率連動回顧型選擇權 |
report |
pdf(579) |
| 2005 |
結構型金融商品之設計及創新（二） |
conference |
|
| 2005 |
基礎投資學 |
conference |
|
| 2005 |
An Alternative Test of The After-tax CAPM |
article |
|
| 2004 |
匯率連動遠期生效亞洲選擇權 |
article |
pdf(624) |
| 2004 |
結構型金融商品之設計及創新（一） |
conference |
|
| 2004 |
基礎選擇權與期貨 |
conference |
|
| 2003 |
浮動匯率連動極大值選擇權 |
article |
|
| 2003 |
匯率連動互換選擇權：設計與評價 |
article |
|
| 2003 |
違約風險下數據選擇權：評價與避險 |
article |
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