English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113318/144297 (79%)
Visitors : 51038952      Online Users : 922
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version

    Category

    Loading community tree, please wait....

    Year

    Loading year class tree, please wait....

    Items for Author "Zhu, Wenjun" 

    Return to Browse by Author

    Showing 22 items.

    Collection Date Title Authors Bitstream
    [風險管理與保險學系] 期刊論文 Securitisation of Crossover Risk in Reverse Mortgages 黃泓智; 王昭文; 苗莞琦; Huang, Hong-Chih; Wang, Chou-Wen; Miao, Yuan-Chi
    [金融學系] 期刊論文 2002 Pricing Arithmetic Average Reset Options with Control Variates 廖四郎; 王昭文; LIAO, SZU-LANG; WANG, CHOU-WEN
    [金融學系] 學位論文 2002 隨機利率下選擇權訂價模型 王昭文
    [金融學系] 期刊論文 2002 The Valuation of Reset Options with Multipla Strike Resets and Reset Dates 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
    [金融學系] 期刊論文 2003-03 組合型選擇權之評價及其在投資組合避險策略上之應用 廖四郎; 呂桔誠; 王昭文
    [金融學系] 期刊論文 2003-09 The Valuation and Hedging Strategies of High Yield Notes 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
    [金融學系] 期刊論文 2005-08 利率、匯率及價格風險下遠期價格樹狀模型 王昭文; 廖四郎; Wang, Chou-Wen; Liao, Szu-Lang
    [會計學系] 期刊論文 2005-08 Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks 王昭文; 廖四郎
    [金融學系] 期刊論文 2006-01 隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略 廖四郎; 王昭文; 吳錦文; Liao, Szu-Lang; Wang, Chou-Wen; Wu, Chin-Wen
    [金融學系] 期刊論文 2009-02 The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes Chang, Chia-Chien; Wang, Chou-Wen; Liao,Szu-Lang; 張嘉倩; 王昭文; 廖四郎
    [風險管理與保險學系] 期刊論文 2011-01 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations 王昭文; 黃泓智; 劉議謙; Wang, Chou-Wen; Huang, Hong-Chih; Liu, I-Chien
    [風險管理與保險學系] 期刊論文 2011-10 Securitisation of Crossover Risk in Reverse Mortgages Huang,Hong-Chih; Wang,Chou-Wen; Miao,Yuan-Chi; 黃泓智; 王昭文; 苗莞琦
    [風險管理與保險學系] 期刊論文 2011-10 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations Wang,Chou-Wen; Huang,Hong-Chih; Liu,I-Chien; 王昭文; 黃泓智; 劉議謙
    [風險管理與保險學系] 期刊論文 2012-12 有給付上限之終身健康保險之評價:模擬法 黃泓智; 王昭文; 劉議謙(I-Chien Liu); Huang, Hong-Chih; Wang, Chou-Wen; Liu, I-Chien
    [風險管理與保險學系] 期刊論文 2015-03 Age-specific copula-AR-GARCH mortality models Lin, T.; Wang, Chouwen; Tsai, C.C.L.; 王昭文
    [金融學系] 期刊論文 2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih; 王昭文; 楊曉文; 黃泓智
    [風險管理與保險學系] 期刊論文 2016-05 On the valuation of reverse mortgage insurance Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung; 王昭文; 黃泓智
    [風險管理與保險學系] 期刊論文 2016-08 Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests 陳建成; Zhu, Wenjun; Wang, Chou Wen; Tan, Ken Seng
    [企業管理學系] 期刊論文 2017 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei; 王昭文; 楊曉文
    [風險管理與保險學系] 期刊論文 2017-04 Modeling Multicountry Longevity Risk with Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas Approach 王昭文; Zhu, Wenjun; Tan, Ken Seng; Wang, Chou-Wen
    [風險管理與保險學系] 期刊論文 2017-05 Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models Wang, Chou-Wen; Huang, Hong-Chih; 王昭文; 黃泓智
    [金融學系] 期刊論文 2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework 楊曉文; Yang, Sharon S.; 王昭文; Wang, Chou-Wen; 劉議謙; Liu, I-Chien

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback