政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Items for Author

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Items for Author "Chiang Derek Mi-Hsiu"

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Collection	Date	Title	Authors
[企業管理學系] 期刊論文	2009-06	選擇權賣方有利可圖嗎：加價利益的颧點	傅瑞彬; 陳松男; 吳庭斌; Fu,Jui-Pin; Chen,Son-Nan; Wu,Ting-Pin
[國際經營與貿易學系 ] 期刊論文	2021-09	Predictive ability of similarity-based futures trading strategies	郭維裕; Kuo, Wei-Yu; Chiang, Mi-Hsiu; Chiu, Hsin-Yu
[國際經營與貿易學系 ] 期刊論文	2018-09	A Liquidity-based Betting-against-beta Strategy	邱信瑜; Chiu, Hsin-Yu; 黃書安; Huang, Shu-An; 江彌修
[會計學系] 期刊論文	2019-01	Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms	陳嬿如; Chen, Yenn-Ru; 江彌修; Chiang, Mi-Hsiu; 翁嘉祥; Weng, Chia-Hsiang
[財務管理學系] 期刊論文	2021-03	Relevance of the Disposition Effect on the Options Market: New Evidence	周冠男; Chou, Robin K.; 江彌修; Mi-Hsiu, Chiang; 邱信瑜; Chiu, Hsin-Yu
[財務管理學系] 期刊論文	2009	條件獨立假設下合成型擔保債權憑證之評價與避險	江彌修; 岳夢蘭; 林恩平; Chiang, Mi-Hsiu; Yueh, Meng-Lan; Lin, An-Ping
[財務管理學系] 研究報告	2009	我國推出ETF期貨或選擇之可行性研究	岳夢蘭; 江彌修
[金融學系] 國科會研究計畫	2014	流動性風險下信用違約傳染模型之建構及實證研究	江彌修
[金融學系] 國科會研究計畫	2013	模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析	江彌修
[金融學系] 國科會研究計畫	2012	固定比例擔保債務憑證之研究	江彌修
[金融學系] 國科會研究計畫	2011	固定比例擔保債務憑證之研究	江彌修
[金融學系] 國科會研究計畫	2010	重隨機假設下之動態違約相關性描述	江彌修
[金融學系] 國科會研究計畫	2009	基於跨期違約相關性描述下信用衍生性商品之評價	江彌修
[金融學系] 國科會研究計畫	2008	具複合保護層之擔保債權憑證研究	江彌修
[金融學系] 國科會研究計畫	2004	選擇權之評價：Ornstein-Uhlenbeck 股價變動過程下	陳威光; 江彌修
[金融學系] 國科會研究計畫	2002	實資選擇權投資學在資源開發投資問題互動性策略彈性評估的應用	江彌修
[金融學系] 會議論文	2008	Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes	江彌修
[金融學系] 會議論文	2007	an We See the Future and Rational Price of the Unlisted or Switching Listed Firm?	江彌修
[金融學系] 會議論文	2007	Important Sampling for Basket Default Swap Valuation	江彌修
[金融學系] 會議論文	2007	The Key Role Penalty Played	江彌修
[金融學系] 期刊論文	2024-02	Retrieving almost stochastic Dominance momentum in Taiwan stock market	江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin
[金融學系] 期刊論文	2022-08	基於集成學習框架之信用違約預測－以信用卡客戶為例	江彌修; 胡聚男; 黃立新; 陳靜怡; Chiang, Mi-hsiu; Hu, Chu-nan; Huang, Li-xin; Chen, Ching-yi
[金融學系] 期刊論文	2021-09	Predictive Ability of Similarity-based Futures Trading Strategies	江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Kuo, Wei-Yu
[金融學系] 期刊論文	2021-08	媒體情緒於企業違約預警：基於公開資訊語意分析	江彌修; 呂朋怡; 黃立新; 陳威光; Chiang, Mi-hsiu; Lu, Peng-i; Huang, Li-xin; Chen, Wei-kuang
[金融學系] 期刊論文	2019-09	漫步於隨機森林：輔以多數決學習的台股指數期貨交易策略	江彌修; Chiang, Mi-Hsiu; 鄭仁杰; Cheng, Jen-Chieh*
[金融學系] 期刊論文	2019-03	公司治理與獨特性風險異象	江彌修; Chiang, Mi-Hsiu; 陳宜群; Chen, Yi-Chun; 林煜恩; Lin, Yu-En; 池祥萱; Chi, Hsiang-Hsuan*
[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	2018-09	Analytical Approximations for American Options: The Binary Power Option Approach	江彌修; Chiang, Mi-Hsiu; Fu, Hsin-Hao
[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	2015-01	集中度風險於結構式商品的量化與分析：以房屋抵押貸款證券為例	傅信豪; Fu, Hsin-Hao; 楊啟均; Yang, Chi-Chun; 江彌修; Chiang, Mi-Hsiu
[金融學系] 期刊論文	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
[金融學系] 期刊論文	2014-09	重隨機假設下動態違約相關性之描述及其資訊內涵：以指數型信用擔保債權憑證為例	江彌修; 邱信瑜; 王盈心; Chiang,Mi-Hsiu; Chiu,Hsin-Yu; Wang,Ying-Hsin
[金融學系] 期刊論文	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
[金融學系] 期刊論文	2014-09	On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches	Chiang, Mi Hsiu; Chiu, Hsin Yu; Wang, Ying Hsin; 江彌修; 邱信瑜; 王盈心
[金融學系] 期刊論文	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
[金融學系] 期刊論文	2012-12	The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model	江彌修; Chiang,Mi-Hsiu
[金融學系] 期刊論文	2012-12	跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制	江彌修; 傅信豪; 王聖元; Chiang, Mi-Hsiu; Fu, Hsin-Hao; Wang, Sheng-Yuan
[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	2010-04	Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model	Chou, Chi-Hsun; Chen, Son-Nan
[金融學系] 期刊論文	2009-12	The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios	江彌修; Chiang, Derek Mi-Hsiu
[金融學系] 期刊論文	2009-09	The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios	蔡政憲; 郭維裕; 江彌修; Tsai, Chenghsien; Kuo, Weiyu; Chiang, Derek Mi-Hsiu
[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	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	2008-03	Option Pricing Based on the Alternating Direction Implicit Finite Difference Method	江彌修; Chiang,Mi-Hsiu
[金融學系] 期刊論文	2008-09	雙層保護合成型擔保債權憑證之評價與風險特徵研究	江彌修; 岳夢蘭; 李蕙君; Chiang,Mi-Hsiu; Yueh,Meng-Lan; Li,Hui-Chun
[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	2008-04	Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits	Chiang, Mi-Hsiu; 陳威光; Chen, Wei-Kuang; Cheng, Chi-Hung
[金融學系] 期刊論文	2008-01	違約的代價: 契約違約金存在之合理性	黃俊源; 郭照榮; 江彌修; Huang,Chun-Yuan; Kuo,Chau-Jung; Chiang,Mi-Hsiu
[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	2006-12	百慕達式利率交換選擇權	江彌修; 王祥帆
[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] 研究報告	2009	我國推出ETF期貨或選擇之可行性研究	江彌修; 岳夢蘭
[風險管理與保險學系] 會議論文	2005	The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios	蔡政憲; Kuo Weiyu; Chiang Derek Mi-Hsiu
[風險管理與保險學系] 期刊論文	2010-09	Fast Algorithms for Pricing Ratchet Equity Indexed Annuities	Chiu, Yu-fen; Chen, Son-Nan; Hsieh, Ming-hua; 謝明華; 邱于芬; 陳松男
[風險管理與保險學系] 期刊論文	2007-12	An Efficient Algorithm for Basket Default Swap Valuation	Chiang, Mi-Hsiu; Yueh, Meng-Lan; Hsieh, Ming-Hua; 江彌修; 岳夢蘭; 謝明華

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Items for Author "Chiang Derek Mi-Hsiu"