| 2025-12 |
文字探勘、統計學習與資產定價之創新應用與實證分析 |
report |
web page(14) |
| 2025-09 |
Catastrophe risk with global climate change determines the price of catastrophe equity puts |
article |
web page(99) |
| 2025-03 |
碳排放績效與企業經營績效之關係 |
article |
web page(364) |
| 2024-09 |
What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion |
article |
web page(511) |
| 2024-07 |
Delta Hedging in the USD/JPY Options Market: Insights from Implied Stochastic Volatility |
article |
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| 2024-04 |
Optimizing Portfolios with ESG, Dividends, and Volatility Factors via Machine Learning |
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web page(601) |
| 2024-01 |
Intelligent portfolio construction via news sentiment analysis |
article |
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| 2023-11 |
Valuation of callable range accrual linked to CMS Spread under generalized swap market model |
article |
web page(600) |
| 2023-10 |
信用借貸之評分模型與利率訂價：機器學習在P2P平台風險管理之應用 |
report |
web page(19) |
| 2023-05 |
Upside and downside correlated jump risk premia of currency options and expected returns |
article |
web page(753) |
| 2023-02 |
Does variance risk premium predict expected returns? |
article |
web page(644) |
| 2022-09 |
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies |
article |
web page(675) |
| 2021-12 |
以流動性覆蓋比率監控流動性之研究 |
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web page(582) |
| 2021-10 |
隨機波動度下股價指數選擇權與波動率指數選擇權之流動性風險溢酬：風險中立與完全競爭下均衡之研究 |
report |
web page(14) |
| 2021-04 |
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model |
article |
pdf(609) |
| 2021-04 |
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts |
article |
pdf(522) |
| 2021-01 |
Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index |
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pdf(504) |
| 2020-12 |
分析師樣本公司之因子模型: 台灣市場實證分析 |
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| 2020-08 |
交易、投資與風險管理群集智能平台 |
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| 2020-06 |
檢測價格泡沫與建構泡沫投資組合之績效分析：台灣上市股票之實證研究 |
article |
web page(20) |
| 2020-04 |
Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps |
article |
pdf(510) |
| 2020-03 |
Excess volatility and market efficiency in government bond markets: the ASEAN-5 context |
article |
web page(655) |
| 2020-03 |
Valuation and Empirical Analysis of Currency Options |
article |
pdf(615) |
| 2019-12 |
跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 |
article |
web page(631) |
| 2019-07 |
動態相關性多變量GARCH模型下附條件債券、利率衍生性商品與信用衍生性商品之評價 |
report |
web page(10) |
