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Information environment and participation of foreign banks in U.S. syndicated loan market |
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2024-03 |
Inferring the Implied Volatility of SOFR-Based Swaptions |
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2021-12 |
A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs” |
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2021-02 |
Performance of Japanese Leveraged ETFs |
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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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2016-12 |
Valuations of Mortality-Linked Structured Products |
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2010-03 |
An Empirical Analysis of CPPI Strategies for Credit Index Tranches |
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2010-03 |
Analytical VaR and Expected Shortfall for Quadratic Portfolios |
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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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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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2008-06 |
Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic |
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2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
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