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    Items for Author "莊明哲" 

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    Showing 15 items.

    Collection Date Title Authors Bitstream
    [金融學系] 期刊論文 2021-04 Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie
    [金融學系] 期刊論文 2020-04 Option pricing under stock market cycles with jump risks: evidence from the S 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun Wang; Chuang, Ming-Che; Shyu , So-De
    [金融學系] 期刊論文 2020-04 Valuation and Empirical Analysis of Currency Options 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang
    [金融學系] 期刊論文 2019-12 跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 林士貴; Lin, Shih-kuei; 莊明哲; 温晉祥; Chuang, Ming-che; Wen, Chin-hsiang
    [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 2018 Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market 林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei
    [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
    [金融學系] 期刊論文 2017-11 Fair valuation of mortgage insurance under stochastic default and interest rates 林士貴; Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-Kuei; Chuang, Ming-Che
    [金融學系] 期刊論文 2017-06 Realized Jump Risks in the U.S. TB and TIPS Markets 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi
    [金融學系] 學位論文 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
    [金融學系] 期刊論文 2014-02 A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu; 林士貴; 林建秀
    [會計學系] 期刊論文 2012-09 The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index 林士貴; 蔡怡純; 陳明吉; 莊明哲; Lin,Shih-Kuei; Tsai,I-Chun; Chen,Ming-Chi; Chuang,Ming-Che
    [金融學系] 期刊論文 2008 A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices 林士貴; Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu
    [國家發展研究所] 學位論文 2000 全球化、民主制與民族主義理論的探討 莊明哲
    [國家發展研究所] 學位論文 1990 孫逸仙社會學思想研究--兼論三民主義社會學之範疇 莊明哲; Zhuang, Ming-Zhe

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