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    Showing items 726-750 of 847. (34 Page(s) Totally)
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    DateTitleAuthors
    2023 賣買權未平倉量比率與美國股市報酬率對隔日台灣加權指數期貨報酬率之影響 彭嘉偉; Peng, Jia-Wei
    1998 超額報酬投資組合之研究 邵朝賢; Shao, Chao-Hsien
    2023 跨國整合支付系統現況與發展 吳宜旻; Wu, Yi-Min
    2008 跨國經濟體系下Quanto Range Accrual Notes的評價與避險 徐保鵬; Hsu, Pao Peng
    2003 路徑相依利率結構型債券之評價 黃珮菁
    2003 路徑相依及區間回顧型之新台幣結構型金融商品評價與分析 杜芳儀
    2002 路徑相依及報償修改型利率連動債券之設計及分析 陳彥禎
    2003 路徑相依指數連動式債券與多資產股權連動式票券之設計與分析 陳翊鳳; Chen ,Yi Feng
    2005 路徑相依逆浮動利率連動債券及多資產股權連動債券之評價與分析 葉冠岑
    2004 跳躍擴散模型下之短期利率期貨與結構型債券評價 邵智羚
    2010 跳躍擴散模型下固定比例債務債券評價,風險構面及避險分析 王聖元; Wang , Sheng Yuan
    2002 跳躍過程下利率期間結構之估計與預測 歐陽德耀; Ou Yang De Yau
    2020 跳躍風險相關之匯率選擇權: 傅立葉轉換評價法、Martingale法與蒙地卡羅法之比較 温晉祥; Wen, Chin-Hsiang
    2015 跳躍風險與隨機波動度下溫度衍生性商品之評價 莊明哲; Chuang, Ming Che
    2020 輔以機器學習的新聞文本情緒分類於投資組合建構 李晨瑜; Lee, Chen-Yu
    2009 追蹤誤差、價格偏離度和成交量之研究-以寶滬深300(0061)、恆中國(0080)及恆香港(0081)為例 彭靖
    2017 逆景氣循環在股票風險係數之分析 鄭吉翔; Cheng, Chi Hsiang
    2002 逆浮動Libor利率連動債券評價與避險 吳香瑩; Hsiang-Yin Wu
    2017 透過利率期限結構建立總體經濟產出缺口之預測模型 ─ 以美國為例 張楷翊
    2023 透過帶有跳躍的Hull and White短期利率模型建構SOFR模型 陳昱丞; Chen, Yu-Cheng
    2007 通貨膨脹，資產價格波動與信用膨脹 李孟威; Lee,Meng-Wui
    2004 連動式債券之評價與分析─信用連結債券及CMS連結債券 陳宗佑
    2004 連動式債券設計個案研究－固定期限交換利率利差連動與信用連結債券 莊筑豐
    2009 連結匯率變動之利率衍生性商品相關研究 周奇勳
    2021 運用Google Trends情緒萃取建構人工智慧量化交易策略：以台灣加權指數期貨為例 王德諭; Wang, De-Yu

    Showing items 726-750 of 847. (34 Page(s) Totally)
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