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    Items for Author "陳松男"  

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    Showing 20 items.

    Collection Date Title Authors Bitstream
    [金融學系] 期刊論文 2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market 湯美玲; 陳松男; 江彌修; Tang,Mei-Ling; Chen,Son-Nan; Chiang,Mi-Hsiu
    [金融學系] 期刊論文 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
    [金融學系] 期刊論文 2009 Valuation of Quanto Interest Rate Exchange Options 傅瑞彬; 陳松男; 吳庭斌
    [金融學系] 期刊論文 2009 Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2009 Analytical Valuation of Barrier Interest Rate Options Under Market Models Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2008-07 Valuation of floating range notes in a LIBOR market model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2008 Quanto Average Rate Options on a Lognormal Interest Rate Model 陳瑞彬; 陳松男; 吳庭斌
    [金融學系] 期刊論文 2008 Extend the Debt as It Is Not Deeply Out-of-the-Money Chen, Son-Nan; Lee, Shyan-Yuan; Tsai, Hui-Hwang; Wu, Wei-Hsiung; 陳松男
    [金融學系] 期刊論文 2007-09 Equity swaps in a LIBOR market model Wu, T.-P.; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2007 Cross-Currency Equity Swaps in the BGM Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    [金融學系] 期刊論文 2005 An Alternative Test of The After-tax CAPM Cheng Joseph W. W.; 陳松男
    [金融學系] 期刊論文 2004 匯率連動遠期生效亞洲選擇權 陳松男; 姜一銘; Chen, Son-Nan; Jiang, I-Ming
    [金融學系] 期刊論文 2003 浮動匯率連動極大值選擇權 陳松男; Son-Nan Chen; 薛兆雯; Chao-Wen Shei
    [金融學系] 期刊論文 2003 匯率連動互換選擇權:設計與評價 陳松男; 李佳憓
    [金融學系] 期刊論文 2003 違約風險下數據選擇權:評價與避險 陳松男; 林殿一
    [金融學系] 期刊論文 2001 Hedging and arbitrage warrants under smile effects: analysis and evidence 陳松男; 陳安斌; C. Chang
    [金融學系] 期刊論文 2001 探討可降低權利金之簡單權證創新及評價 陳松男
    [金融學系] 期刊論文 2000 組合型權證的正確評價及避顯方法 陳松男; 鄭翔尹
    [金融學系] 期刊論文 1999 在間斷性避險及交易成本下的選擇權評價模型:以實務觀點修正理論 陳松男; Son-Nan Chen
    [金融學系] 期刊論文 1996 International real interest rate parity with error correction models 陳松男; Jong-Cook Byun; Son-Nan Chen

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