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Showing items 351-400 of 1944. (39 Page(s) Totally)
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Date	Title	Authors
2002	Pricing Arithmetic Average Reset Options with Control Variates	廖四郎; 王昭文; LIAO, SZU-LANG; WANG, CHOU-WEN
2005-01	Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension	廖四郎; 黃星華
2008-10	Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses	Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De; 吳仰哲; 廖四郎; 徐守德
2008	Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models	林士貴; 徐守德; 張嘉倩; Lin, Shih-Kuei; Shyu, David; Chang, Chia-Chien
2002	Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework	廖四郎
1999	Pricing Cross-Currency Equity Swaps	廖四郎; M. C. Wang; D. S. Hsyu
2014-09	Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy	江彌修; Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-Nan
2015	Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium	Li, Chang-Yi; Chen, Son-Nan; Lin, Shih-Kuei; 林士貴
2008	Pricing Generalized Capped Exchange Options	廖四郎; Chou-Wen Wang; Szu-Lang Liao; Ting-Yi Wu
2014-04	Pricing gold options under Markov-modulated jump-diffusion processes	林士貴; 連育民; 廖四郎; Lin,Shih-Kuei; Lian,Yu-Min; Liao,Szu-Lang
2010-06	Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model	Hsieh, Tsung-Yu; Chen, Son-Nan; 謝宗佑; 陳松男
2003	Pricing Models of Equity Swaps	廖四郎; Wang,Ming-Chieh; Liao,Szu-Lang
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
2017-11	Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks	林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen
2009-06	Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes	Hung, Y. C.; Lin, Shih-Kuei; Wu, C. W.; 林士貴
2023-07	Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk	楊曉文; Yang, Sharon S.; Dai, Tian-Shyr; Liu, Liang-Chih
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
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
2009-10	Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes	廖四郎; 徐保鵬; Liao, Szu-Lang; Hsu, Pao-Peng
2016-01	Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter?	李起銓; 黃台心
2016-01	Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter?	黃台心; 李起銓; 黃台心
2017	Product market competition, R&D investment choice, and real earnings management	廖四郎; Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, Hao-Chang
2011-01	Quantitative mapping of scientific research-The case of electrical conducting polymer nanocomposite	Lee, Pei-Chun; Su, H.-N.; 李培均
2008	Quanto Average Rate Options on a Lognormal Interest Rate Model	陳瑞彬; 陳松男; 吳庭斌
2007-05	Real Effect of Money on Real Stock Price in Taiwan	Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
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
2001	Real Option and Product Life Cycles	廖四郎; C. S. Cheng; L. K. Hu
2007-07	Reconfirming Non-linearity in the Stock Price-Dividend Relation: Evidence from Long Span Data for the U.S.	Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
2020	ICO成功因素之探討	蘇曉東; Su, Xiao-Dong
2017	Residential water demand and water waste in Taiwan	Hung, Ming-Feng; Chie, Bin-Tzong; Huang, Tai-Hsin; 黃台心
2024-02	Retrieving almost stochastic Dominance momentum in Taiwan stock market	江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin
1999	Retrieving the vanishing liquidity effect—a threshold vector autoregressive model	Shen, Chung-Hua; Thomas Chiang, Chi-Nan; 沈中華
2008-09	Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach	Hsu, Yi-Chung; Lee, Chien-Chiang; Lee, Chi-Chuan; 李起銓
2014-10	Risk Determinants of Gold Betas	廖四郎; Lian, Yu-Min; Liao, Szu-Lang
2008-07	Risk Exposures in the Asian Emerging Markets	林建秀
2006-09	Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk	Lin, Shih-Kuei; Wang, R. H.; Fuh, C. D.; 林士貴
2020-04	Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps	林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu
2017	Risk of Internationalization on Taiwan Banking Industry	李桐豪; Lee, Tung-Hao; Chih, Shu-Hwa; Cheng, Yu-Chun; 遲淑華
1988-04	ROC-U.S. Trade Relations from a Financial Perspective	梁國樹; 侯金英
2010-04	Roles played by financial development in economic growth: application of the flexible regression model	Shen, Chung-Hua; Lee, Chien-Chiang; Chen, Shyh-Wei; Xie, Zixiong; 沈中華
2000	Rome Did not Collapse in A Day: Continued Corporate Distress As the Core of the Third Generation Model	沈中華
2000	Rome Did Not Collapse in A Day–The Continued Corporate Distress As the Core of the Third Generation Model	沈中華
2009	SABR模型與SABR-LMM模型之實證分析	毛迦南; Mau,Cha-Nan
2006	Same Financial Development Yet Different Economic Growth: Why?	Shen, Chung-Hua; Lee, Chien-Chiang; 沈中華
2002-11	Seasonal Cointegration and Cross-Equation Restrictions on a Forward Looking Buffer Stock Model of Money Demand	黃台心; Huang,Tai-Hsin; Shen,Chung-Hua
2002	Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand	Shen, Chung-Hua; Huang, Tai-Hsin; 沈中華
2011	Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products	楊曉文; Yang, Sharon S.
2017-03	Securitization, House Prices, and Bank Lending Standards. (In Chinese. With English summary.)	張興華; Chiang, Yeong-Yuh; Chang, Hsing-Hua; Tseng, Ping-Lun
1999-05	SIMEX 台灣股價指數期貨與國內基金之套利交易	朱浩民
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