學術產出-期刊論文

Showing 1-25 of 48 、
日期 題名 類型 全文
2025-09 Catastrophe risk with global climate change determines the price of catastrophe equity puts article 說明頁(138)
2025-03 碳排放績效與企業經營績效之關係 article 說明頁(456)
2024-09 What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion article 說明頁(550)
2024-07 Delta Hedging in the USD/JPY Options Market: Insights from Implied Stochastic Volatility article 說明頁(441)
2024-01 Intelligent portfolio construction via news sentiment analysis article 說明頁(725)
2023-11 Valuation of callable range accrual linked to CMS Spread under generalized swap market model article 說明頁(626)
2023-05 Upside and downside correlated jump risk premia of currency options and expected returns article 說明頁(791)
2023-02 Does variance risk premium predict expected returns? article 說明頁(672)
2022-09 Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies article 說明頁(701)
2021-12 以流動性覆蓋比率監控流動性之研究 article 說明頁(620)
2021-04 Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model article pdf(616)
2021-04 Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts article pdf(528)
2021-01 Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index article pdf(505)
2020-12 分析師樣本公司之因子模型: 台灣市場實證分析 article 說明頁(704)
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 說明頁(49)
2020-04 Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps article pdf(519)
2020-03 Excess volatility and market efficiency in government bond markets: the ASEAN-5 context article 說明頁(689)
2020-03 Valuation and Empirical Analysis of Currency Options article pdf(621)
2019-12 跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 article 說明頁(657)
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(668)
2019-06 隨機利率下可解約利率變動型壽險評價分析 article 說明頁(56)
2019-02 Stock Index Options Pricing under Jump Patterns Driven by Market States article pdf(597)
2018-01 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps article pdf(734)
2018 Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market article 說明頁(1150)
2017-11 Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks article pdf(877)