2012 |
The development of a real-time valuation service of financial derivatives |
conference |
說明頁(1037) |
2007 |
Analyzing Yield Duration and Convexity of Mortgage Loans under Prepayment and Default Risks |
conference |
pdf(5650) |
2005 |
Financial Synergies and Optimal Stock |
conference |
|
2005 |
Yield and Duration Analysis of Mortgage |
conference |
|
2004-04 |
Analyzing Convertible Bonds: Valuation Optimal Strategies and Asset |
conference |
pdf(6893) |
2003 |
An Efficient Tree Method of Option Pricing under Stochastic Interest Rates |
conference |
|
2003 |
The Valuation of Generalized Capped Exchange Options |
conference |
|
2003 |
The Valuation of Convertible Bond with Credit Risk |
conference |
|
2002 |
Forward-Price and The Implied Spot-Price Tree Method of Option Pricing-with An Application to Extended Vasicek Model |
conference |
|
2002 |
The Pricing Models of Cross-Currency Equity Swaps and Swaptions |
conference |
|
2002 |
On the Implementation of Continuous-Time Interest Rate Models |
conference |
|
2002 |
Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework |
conference |
|
2002 |
The Valuation of Generalized Capped Options |
conference |
|
2001 |
The Forward-Pricing Tree Methods of Option Pricing under Gaussian HJM framwork of Stochastic Interest Rates |
conference |
|
2001 |
An Efficient Multinimial-Based Method of Option Pricing |
conference |
|
2001 |
Valuation of general reset options |
conference |
|
2001 |
Real Option and Product Life Cycles |
conference |
|
2001 |
The Valuation of Generalized Time-Varing Discrete Capped Exchange Options with Related Asset as Trigger and A Stochastic Barrier under Stochastic Interest Rate |
conference |
|
2001 |
The Valuation of Basket Options and Portfolio Insurance |
conference |
|
2001 |
Analyzing Yield, Duration |
conference |
|
2000 |
Capital Budgeting and Optimal Financing under Uncertainty |
conference |
|
1999 |
Pricing Cross-Currency Equity Swaps |
conference |
|
1997 |
海運轉運中心的比較經濟利益分析 |
conference |
|
1997 |
有交易成本的均衡與套利資產定價 |
conference |
|
1997 |
Testing the Efficiency of Taiwan Forward US Dollar Market |
conference |
|