| 2024-01 |
Intelligent portfolio construction via news sentiment analysis |
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web page(243) |
| 2023-11 |
Valuation of callable range accrual linked to CMS Spread under generalized swap market model |
article |
web page(138) |
| 2023-05 |
Upside and downside correlated jump risk premia of currency options and expected returns |
article |
web page(202) |
| 2023-02 |
Does variance risk premium predict expected returns? |
article |
web page(163) |
| 2022-09 |
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies |
article |
web page(265) |
| 2021-12 |
以流動性覆蓋比率監控流動性之研究 |
article |
web page(195) |
| 2021-04 |
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts |
article |
pdf(282) |
| 2021-04 |
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model |
article |
pdf(239) |
| 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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web page(310) |
| 2020-04 |
Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps |
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pdf(209) |
| 2020-04 |
Valuation and Empirical Analysis of Currency Options |
article |
pdf(233) |
| 2020-04 |
Option pricing under stock market cycles with jump risks: evidence from the S |
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pdf(216) |
| 2020-02 |
Excess volatility and market efficiency in government bond markets: the ASEAN-5 context |
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web page(292) |
| 2019-12 |
跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 |
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web page(240) |
| 2019-06 |
考慮違約風險與隨機利率模型下的匯率連結外幣資產選擇權定價 |
article |
pdf(315) |
| 2018-12 |
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps |
article |
pdf(411) |
| 2018 |
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market |
article |
web page(719) |
| 2018 |
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps |
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pdf(351) |
| 2017-11 |
Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks |
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pdf(531) |
| 2017-11 |
Fair valuation of mortgage insurance under stochastic default and interest rates |
article |
pdf(504) |
| 2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
article |
pdf(472) |
| 2017-06 |
Realized Jump Risks in the U.S. TB and TIPS Markets |
article |
pdf(315) |
| 2016-12 |
Analysis of Risk Management Strategies for Contingent Convertible Bonds=或有可轉債之風險管理策略分析 |
article |
pdf(672) |
| 2016-12 |
Analysis of the Risk Management Strategies for Contingent Convertible Bonds |
article |
pdf(359) |
| 2016-07 |
The Extension from Independence to Dependence between Jump Frequency and Jump Size in Markov-modulated Jump Diffusion Models |
article |
pdf(632) |
