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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pdf(267) |
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2021-09 |
Predictive Ability of Similarity-based Futures Trading Strategies |
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pdf(168) |
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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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pdf(231) |
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2021-03 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
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pdf(227) |
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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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pdf(379) |
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2019-03 |
公司治理與獨特性風險異象 |
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pdf(284) |
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2019-01 |
Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms |
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pdf(553) |
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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(334) |
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2018-09 |
A Liquidity-based Betting-against-beta Strategy |
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pdf(470) |
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2018-09 |
Analytical Approximations for American Options: The Binary Power Option Approach |
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pdf(243) |
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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(258) |
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2014.09 |
Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy |
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pdf(1112) |
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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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pdf(820) |
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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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pdf(707) |
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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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pdf(1291) |
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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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pdf(1021) |
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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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pdf(955) |
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2012-06 |
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market |
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說明頁(1577)說明頁(1503) |
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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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pdf(1097) |
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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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pdf(1154) |
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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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pdf(3442) |
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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) |
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2008.03 |
Option Pricing Based on the Alternating Direction Implicit Finite Difference Method |
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pdf(887) |
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2008-01 |
違約的代價: 契約違約金存在之合理性 |
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pdf(977) |
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2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
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說明頁(1469) |
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