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    Showing items 26-50 of 847. (34 Page(s) Totally)
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    DateTitleAuthors
    2024 SOFR期貨及期貨選擇權的定價與實證分析：Hull-White雙因子模型與單因子模型比較 陳昆旻; Chen, Kun-Min
    2011 TDRs與原上市地股票價格關係之探討 張韡華
    2011 IPO期初報酬影響因素探討： 以2005-2011年台灣上市企業為例 林鼎堯
    2018 MBS與CDS在2008年金融海嘯前後的發展 陳佾煒; Chen, Yi-Wei
    2020 10-K財報情緒與多因子模型對超額報酬之影響：以美國股市為例 蔡承恩; Tsai, Cheng-En
    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
    2009 Variance-Gamma因子聯繫結構模型於違約相關性之描述及應用 賴興展
    2010 VIX 選擇權之評價及其隱含波動度之探討 黃暐能
    2006 兩岸三地臺商籌資評估之研究 許坤源; Sheu,Jack K. Y.
    2007 利用最小平方蒙地卡羅模擬法評價美式信用違約交換選擇權 葉尚鑫; Ye, Shang Shin
    2011 一籃子信用違約交換之評價: 不同copula模型的延伸 馬丹威
    2002 一般化差額互換之評價與避險 歐陽傑; Chieh, Ou-Yang
    2010 三因子BGM模型下匯率連動固定期利率交換商品之評價 楊繡碧
    2012 三星電子、宏達電和台積電的外匯曝險分析 周奕志; Chou, Yi Chih
    2008 上下限固定期限交換利率利差連動債券與數據百慕達式匯率連動債券之探討 王佐聖
    2004 上市公司避險決定因素與經營績效之研究 粘凱均

    Showing items 26-50 of 847. (34 Page(s) Totally)
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