學術產出-期刊論文

Showing 1-14 of 14 、
日期 題名 類型 全文
2026-03 Trader-Ready SOFR Swaption Pricing: Jamshidian Decomposition under the Hull-White Model article 說明頁(138)
2026-01 Cryptocurrency risk management using Lévy processes and time-varying volatility article 說明頁(343)
2024-04 Information environment and participation of foreign banks in U.S. syndicated loan market article 說明頁(585)
2024-03 Inferring the Implied Volatility of SOFR-Based Swaptions article 說明頁(474)
2021-12 A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs” article 說明頁(940)
2021-02 Performance of Japanese Leveraged ETFs article pdf(599)
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 article pdf(697)
2016-12 Valuations of Mortality-Linked Structured Products article pdf(522)
2010-03 Analytical VaR and Expected Shortfall for Quadratic Portfolios article 說明頁(2307)
2010-03 An Empirical Analysis of CPPI Strategies for Credit Index Tranches article 說明頁(1739)
2009 條件獨立假設下合成型擔保債權憑證之評價與避險 article pdf(3442)
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 article pdf(532)
2008-06 Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic article pdf(1499)
2007-12 An Efficient Algorithm for Basket Default Swap Valuation article 說明頁(2149)
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