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    Items for Author "江彌修"  

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    Showing 58 items.

    Collection Date Title Authors Bitstream
    [金融學系] 期刊論文 2008-01 違約的代價: 契約違約金存在之合理性 黃俊源; 郭照榮; 江彌修; Huang,Chun-Yuan; Kuo,Chau-Jung; Chiang,Mi-Hsiu
    [金融學系] 期刊論文 2004 匯率連動遠期生效亞洲選擇權 陳松男; 姜一銘; Chen, Son-Nan; Jiang, I-Ming
    [會計學系] 期刊論文 2019-01 Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms 陳嬿如; Chen, Yenn-Ru; 江彌修; Chiang, Mi-Hsiu; 翁嘉祥; Weng, Chia-Hsiang
    [金融學系] 國科會研究計畫 2004 選擇權之評價：Ornstein-Uhlenbeck 股價變動過程下 陳威光; 江彌修
    [國際經營與貿易學系 ] 期刊論文 2021-09 Predictive ability of similarity-based futures trading strategies 郭維裕; Kuo, Wei-Yu; Chiang, Mi-Hsiu; Chiu, Hsin-Yu
    [國際經營與貿易學系 ] 期刊論文 2018-09 A Liquidity-based Betting-against-beta Strategy 邱信瑜; Chiu, Hsin-Yu; 黃書安; Huang, Shu-An; 江彌修
    [金融學系] 期刊論文 2009-09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios 蔡政憲; 郭維裕; 江彌修; Tsai, Chenghsien; Kuo, Weiyu; Chiang, Derek Mi-Hsiu
    [風險管理與保險學系] 會議論文 2005 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios 蔡政憲; Kuo Weiyu; Chiang Derek Mi-Hsiu
    [金融學系] 期刊論文 2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market 湯美玲; 陳松男; 江彌修; Tang,Mei-Ling; Chen,Son-Nan; Chiang,Mi-Hsiu
    [金融學系] 國科會研究計畫 2014 流動性風險下信用違約傳染模型之建構及實證研究 江彌修
    [金融學系] 國科會研究計畫 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 江彌修
    [金融學系] 國科會研究計畫 2012 固定比例擔保債務憑證之研究 江彌修
    [金融學系] 國科會研究計畫 2011 固定比例擔保債務憑證之研究 江彌修
    [金融學系] 國科會研究計畫 2010 重隨機假設下之動態違約相關性描述 江彌修
    [金融學系] 國科會研究計畫 2009 基於跨期違約相關性描述下信用衍生性商品之評價 江彌修
    [金融學系] 國科會研究計畫 2008 具複合保護層之擔保債權憑證研究 江彌修
    [金融學系] 會議論文 2008 Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes 江彌修
    [金融學系] 會議論文 2007 an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? 江彌修
    [金融學系] 會議論文 2007 Important Sampling for Basket Default Swap Valuation 江彌修
    [金融學系] 會議論文 2007 The Key Role Penalty Played 江彌修
    [金融學系] 國科會研究計畫 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 江彌修
    [金融學系] 期刊論文 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 江彌修; 邱信瑜; 王盈心; Chiang,Mi-Hsiu; Chiu,Hsin-Yu; Wang,Ying-Hsin
    [金融學系] 期刊論文 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 江彌修; 胡聚男; 黃立新; 陳靜怡; Chiang, Mi-hsiu; Hu, Chu-nan; Huang, Li-xin; Chen, Ching-yi
    [金融學系] 期刊論文 2006-12 百慕達式利率交換選擇權 江彌修; 王祥帆
    [金融學系] 研究報告 2009 我國推出ETF期貨或選擇之可行性研究 江彌修; 岳夢蘭
    [財務管理學系] 期刊論文 2009 條件獨立假設下合成型擔保債權憑證之評價與避險 江彌修; 岳夢蘭; 林恩平; Chiang, Mi-Hsiu; Yueh, Meng-Lan; Lin, An-Ping
    [金融學系] 期刊論文 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 江彌修; 岳夢蘭; 李蕙君; Chiang,Mi-Hsiu; Yueh,Meng-Lan; Li,Hui-Chun
    [金融學系] 期刊論文 2021-08 媒體情緒於企業違約預警：基於公開資訊語意分析 江彌修; 呂朋怡; 黃立新; 陳威光; Chiang, Mi-hsiu; Lu, Peng-i; Huang, Li-xin; Chen, Wei-kuang
    [金融學系] 期刊論文 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 江彌修; 傅信豪; 王聖元; Chiang, Mi-Hsiu; Fu, Hsin-Hao; Wang, Sheng-Yuan
    [金融學系] 期刊論文 2012-12 The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model 江彌修; Chiang,Mi-Hsiu
    [金融學系] 期刊論文 2008-03 Option Pricing Based on the Alternating Direction Implicit Finite Difference Method 江彌修; Chiang,Mi-Hsiu
    [金融學系] 期刊論文 2019-03 公司治理與獨特性風險異象 江彌修; Chiang, Mi-Hsiu; 陳宜群; Chen, Yi-Chun*; 林煜恩; Lin, Yu-En; 池祥萱; Chi, Hsiang-Hsuan
    [金融學系] 期刊論文 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 江彌修; Chiang, Mi-Hsiu; 鄭仁杰; Cheng, Jen-Chieh*
    [金融學系] 期刊論文 2014-09 Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy 江彌修; Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-Nan
    [金融學系] 期刊論文 2018-09 Analytical Approximations for American Options: The Binary Power Option Approach 江彌修; Chiang, Mi-Hsiu; Fu, Hsin-Hao
    [金融學系] 期刊論文 2021-09 Predictive Ability of Similarity-based Futures Trading Strategies 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Kuo, Wei-Yu
    [金融學系] 期刊論文 2024-02 Retrieving almost stochastic Dominance momentum in Taiwan stock market 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin
    [金融學系] 期刊論文 2009-12 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios 江彌修; Chiang, Derek Mi-Hsiu
    [金融學系] 期刊論文 2013-10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng; Li, Chang-Yi
    [金融學系] 期刊論文 2018 Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu
    [財務管理學系] 研究報告 2009 我國推出ETF期貨或選擇之可行性研究 岳夢蘭; 江彌修
    [財務管理學系] 期刊論文 2021-03 Relevance of the Disposition Effect on the Options Market: New Evidence 周冠男; Chou, Robin K.; 江彌修; Mi-Hsiu, Chiang; 邱信瑜; Chiu, Hsin-Yu
    [企業管理學系] 期刊論文 2009-06 選擇權賣方有利可圖嗎：加價利益的颧點 傅瑞彬; 陳松男; 吳庭斌; Fu,Jui-Pin; Chen,Son-Nan; Wu,Ting-Pin
    [金融學系] 期刊論文 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 傅信豪; Fu, Hsin-Hao; 楊啟均; Yang, Chi-Chun; 江彌修;  Chiang, Mi-Hsiu
    [金融學系] 期刊論文 2009 Analytical Valuation of Barrier Interest Rate Options Under Market Models Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2009 Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2008-07 Valuation of floating range notes in a LIBOR market model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2007 Cross-Currency Equity Swaps in the BGM Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2007-09 Equity swaps in a LIBOR market model Wu, T.-P.; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2015 Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium Li, Chang-Yi; Chen, Son-Nan; Lin, Shih-Kuei; 林士貴
    [金融學系] 期刊論文 2010-06 Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model Hsieh, Tsung-Yu; Chen, Son-Nan; 謝宗佑; 陳松男
    [金融學系] 期刊論文 2018-12 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang,  Mi-Hsiu
    [金融學系] 期刊論文 2010-04 Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model Chou, Chi-Hsun; Chen, Son-Nan
    [風險管理與保險學系] 期刊論文 2010-09 Fast Algorithms for Pricing Ratchet Equity Indexed Annuities Chiu, Yu-fen; Chen, Son-Nan; Hsieh, Ming-hua; 謝明華; 邱于芬; 陳松男
    [金融學系] 期刊論文 2008-04 Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits Chiang, Mi-Hsiu; 陳威光; Chen, Wei-Kuang; Cheng, Chi-Hung
    [風險管理與保險學系] 期刊論文 2007-12 An Efficient Algorithm for Basket Default Swap Valuation Chiang, Mi-Hsiu; Yueh, Meng-Lan; Hsieh, Ming-Hua; 江彌修; 岳夢蘭; 謝明華
    [金融學系] 期刊論文 2014-09 On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches Chiang, Mi Hsiu; Chiu, Hsin Yu; Wang, Ying Hsin; 江彌修; 邱信瑜; 王盈心
    [金融學系] 期刊論文 2008 Extend the Debt as It Is Not Deeply Out-of-the-Money Chen, Son-Nan; Lee, Shyan-Yuan; Tsai, Hui-Hwang; Wu, Wei-Hsiung; 陳松男

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