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江彌修

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Publications-國科會研究計畫

Showing 1-9 of 9

  • 1 (current)
Date▼ Title Type  Full Text
2014 流動性風險下信用違約傳染模型之建構及實證研究 report (683)
2013 模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析 report (659)(353)
2012 固定比例擔保債務憑證之研究 report (563)
2011 固定比例擔保債務憑證之研究 report (606)
2010 重隨機假設下之動態違約相關性描述 report (502)
2009 基於跨期違約相關性描述下信用衍生性商品之評價 report (675)
2008 具複合保護層之擔保債權憑證研究 report (691)
2004 選擇權之評價:Ornstein-Uhlenbeck 股價變動過程下 report (1379)
2002 實資選擇權投資學在資源開發投資問題互動性策略彈性評估的應用 report (1312)
  • 1 (current)

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