| 2026-03 |
Trader-Ready SOFR Swaption Pricing: Jamshidian Decomposition under the Hull-White Model |
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說明頁(12) |
| 2026-01 |
Cryptocurrency risk management using Lévy processes and time-varying volatility |
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說明頁(308) |
| 2024-04 |
Information environment and participation of foreign banks in U.S. syndicated loan market |
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說明頁(562) |
| 2024-03 |
Inferring the Implied Volatility of SOFR-Based Swaptions |
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說明頁(437) |
| 2021-12 |
A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs” |
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說明頁(911) |
| 2021-02 |
Performance of Japanese Leveraged ETFs |
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pdf(593) |
| 2018-05 |
具銀行相關經驗之董事對借款條件之影響：以聯貸市場為例 |
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pdf(690) |
| 2016-12 |
Valuations of Mortality-Linked Structured Products |
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pdf(522) |
| 2014 |
沙賓法案和聯貸債權 |
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說明頁(1160) |
| 2012 |
流動性風險探討─以美國公司債/信用違約交換市場為例 |
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說明頁(1137)pdf(291) |
| 2011 |
流動性風險探討─以美國公司債/信用違約交換市場為例 |
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說明頁(978)pdf(340) |
| 2010-03 |
An Empirical Analysis of CPPI Strategies for Credit Index Tranches |
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說明頁(1713) |
| 2010-03 |
Analytical VaR and Expected Shortfall for Quadratic Portfolios |
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說明頁(2270) |
| 2010 |
一籃子信用違約交換之評價---考量交易對手違約風險 |
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| 2009 |
條件獨立假設下合成型擔保債權憑證之評價與避險 |
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| 2009 |
固定比例投資組合保險策略在信用投資組合之應用及實證分析 |
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pdf(486) |
| 2009 |
我國推出ETF期貨或選擇之可行性研究 |
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| 2009 |
我國推出ETF期貨或選擇之可行性研究 |
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| 2008-09 |
雙層保護合成型擔保債權憑證之評價與風險特徵研究 |
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pdf(532) |
| 2008-06 |
Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic |
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| 2008 |
固定期間信用違約交換之評價 |
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| 2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
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說明頁(2112) |
