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    Showing items 31-40 of 847. (85 Page(s) Totally)
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    DateTitleAuthors
    2010 CoVaR風險值對金融機構風險管理之重要性─以台灣金融控股公司為例 陳怡君; Chen, Yi Chun
    2013 Beveridge-Nelson分解趨勢方法對匯率預測模型績效之影響 -以新台幣兌美元匯率為例 紀筌惟; Chi, Chuan Wei
    2016 CBOE SKEW指數資訊內涵研究-應用馬可夫狀態轉換模型建構交易策略 簡育昰; Jian, Yu Shi
    2016 S&P500波動度的預測 - 考慮狀態轉換與指數風險中立偏態及VIX期貨之資訊內涵 黃郁傑; Huang, Yu Jie
    2020-02 Three essays of empirical asset-pricing 金帛春; Kim, Baek-Chun
    2019 IFRS 17規範下以Smith-Wilson模型建構無風險利率曲線之期限結構 羅郁婷; Lo, Yu-Ting
    2015 Copula模型在信用連結債券的評價與實證分析 林彥儒; Lin, Yen Ju
    2020 LFM模型下可贖回CMS價差區間計息型商品之評價與風險管理 賴映筑; Lai, Ying-Zhu
    2021 GSMM模型下可贖回固定期限交換價差區間計息型商品評價與敏感度分析 黃子瑋; Huang, Zi-Wei
    2014 CEV股價過程下之可轉換公司債評價 鄧宜皓; Teng, Yi-Hao

    Showing items 31-40 of 847. (85 Page(s) Totally)
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