| 2024-02 |
Retrieving almost stochastic Dominance momentum in Taiwan stock market |
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| 2022-08 |
基於集成學習框架之信用違約預測－以信用卡客戶為例 |
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| 2021-09 |
Predictive Ability of Similarity-based Futures Trading Strategies |
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| 2021-08 |
媒體情緒於企業違約預警：基於公開資訊語意分析 |
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| 2021-03 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
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pdf(311) |
| 2019-09 |
漫步於隨機森林： 輔以多數決學習的台股指數期貨交易策略 |
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| 2019-03 |
公司治理與獨特性風險異象 |
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| 2019-01 |
Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms |
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| 2018-12 |
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps |
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pdf(409) |
| 2018-09 |
A Liquidity-based Betting-against-beta Strategy |
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| 2018-09 |
Analytical Approximations for American Options: The Binary Power Option Approach |
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pdf(332) |
| 2015-01 |
集中度風險於結構式商品的量化與分析：以房屋抵押貸款證券為例 |
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pdf(324) |
| 2014.09 |
Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy |
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| 2014.09 |
重隨機假設下動態違約相關性之描述及其資訊內涵：以指數型信用擔保債權憑證為例 |
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| 2014-09 |
On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches |
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| 2013.10 |
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model |
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| 2012.12 |
The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model |
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| 2012-12 |
跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制 |
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| 2012-06 |
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market |
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| 2009.12 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
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| 2009.09 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
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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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pdf(532) |
| 2008.03 |
Option Pricing Based on the Alternating Direction Implicit Finite Difference Method |
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pdf(950) |
| 2008-01 |
違約的代價: 契約違約金存在之合理性 |
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