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    Showing items 7976-8000 of 35348. (1414 Page(s) Totally)
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    DateTitleAuthors
    2024-01 Validation of the Workplace Emotional Blackmail Scale (WEBS) 胡昌亞; Hu, Changya; Chen, Yen-Yu; Pham, Mai; Zhang, Shihui
    1998 Validity of the Short- and Long-Run Fisher Relationships: An Empirical Analysis Shrestha, Keshab; 陳聖賢; Chen, Sheng-Syan
    2019 Valle Verde的商業成長策略 周敬堯; Chou, Jason
    2019-10 Valuation and analysis on complex equity indexed annuities 謝明華; Hsieh, Ming-Hua; Chiu, Yu-Fen; Tsai, Cheng-hsien
    2019-01 Valuation and analysis on complex equity indexed annuities 謝明華; Hsieh, Ming-hua; Chiu, Yu-Fen; Tsai, Cheng-hsien
    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
    2020-04 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

    Showing items 7976-8000 of 35348. (1414 Page(s) Totally)
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