| 2009 |
條件獨立假設下合成型擔保債權憑證之評價與避險 |
article |
pdf(3442) |
| 2009 |
我國推出ETF期貨或選擇之可行性研究 |
report |
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| 2009 |
我國推出ETF期貨或選擇之可行性研究 |
report |
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| 2009 |
基於跨期違約相關性描述下信用衍生性商品之評價 |
report |
pdf(755) |
| 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 |
article |
pdf(532) |
| 2008.03 |
Option Pricing Based on the Alternating Direction Implicit Finite Difference Method |
article |
pdf(887) |
| 2008-01 |
違約的代價: 契約違約金存在之合理性 |
article |
pdf(976) |
| 2008 |
Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes |
conference |
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| 2008 |
具複合保護層之擔保債權憑證研究 |
report |
pdf(794) |
| 2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
article |
說明頁(1469) |
| 2007 |
The Key Role Penalty Played |
conference |
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| 2007 |
an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? |
conference |
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| 2007 |
Important Sampling for Basket Default Swap Valuation |
conference |
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| 2006-12 |
百慕達式利率交換選擇權 |
article |
說明頁(843) |
| 2004 |
選擇權之評價：Ornstein-Uhlenbeck 股價變動過程下 |
report |
pdf(1423) |
| 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 |
pdf(1364) |
