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Showing items 8026-8050 of 35421. (1417 Page(s) Totally)
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Date	Title	Authors
2020-04	Valuation and Empirical Analysis of Currency Options	林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang
2002	Valuation and Hedging for LPI Liabilities	黃泓智
2004	Valuation and Hedging of Limited Price Indexation (LPI) Liability	黃泓智; Huang,H.-C.; Cairns,A.J.G
2006-09	Valuation and Optimal Strategies of Convertible Bonds	廖四郎; 黃星華; Liao, Szu-Lang; Huang, Hsing-Hua
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
2003	Valuation of Anerican Put Options: A Comparison of Existing Methods	邱景暉
2021-04	Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model	林士貴; Lin, Shih-Kuei
2023-11	Valuation of callable range accrual linked to CMS Spread under generalized swap market model	林士貴; 何杰操; Lin, Shih-Kuei; He, Jie-Cao; Hsieh, Chang-Chieh; Huang, Zi-Wei
2011-06	Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes	Chang, C. C.; Lin, S. K.; Yu, M. T.; 林士貴
2012-06	Valuation of Convertible Bond Under Levy Process with Default Risk	廖四郎; Liao, Szu-Lang; Tsai, Ming-Shann; Chen, Jun-Home; Li, Chia-Huang
2000	Valuation of Cross-Currency Two-way Equity SWAPS without Currency Risks	廖四郎; 江怡蒨; 胡聯國
1999-04	Valuation of Cross-Currency Two-Way Equity Swaps with Stochastic Interest Rates	胡聯國
2008-07	Valuation of floating range notes in a LIBOR market model	Wu, Ting-Pin; Chen, Son-Nan; 陳松男
2001	Valuation of general reset options	廖四郎; C. W. Wang
2009	Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model	Wu, Ting-Pin; Chen, Son-Nan; 陳松男
2010	IG-GARJI模型下之住宅抵押貸款保險評價	林思岑; Lin, Szu Tsen
2014	Valuation of mortgage insurance contracts with counterparty default risk: Reduced-form approach	Chang, Chia-Chien
2021-03	Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model	黃泓智; 楊曉文; Huang, Hong-Chih; Chen, Fen Ying; Yang, Sharon S.
2012-04	Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option	林士貴; Tsai, P. L.; Lin, S. K.; Chih, H. H.
2007	Quanto EIA的評價	陳冠妤; Chen,Kuan Yu
2010-04	Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model	Chou, Chi-Hsun; Chen, Son-Nan
2009	Valuation of Quanto Interest Rate Exchange Options	傅瑞彬; 陳松男; 吳庭斌
2013-10	Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model	江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng; Li, Chang-Yi