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    顯示項目401-425 / 1549. (共62頁)
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    日期題名作者
    2000 Valuation of Cross-Currency Two-way Equity SWAPS without Currency Risks 廖四郎; 江怡蒨; 胡聯國
    2013-09 The Valuation of Currency Options with Markov-Modulated Jump Risks 廖四郎; Liao, Szu-Lang; Lian, Yu-Min
    2006-01 The Valuation of European Options When Asset Returns Are Autocorrelated 廖四郎; 陳昭君; Liao, Szu-Lang; Chen, Chao-Chun
    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
    2003 The Valuation of Generalized Capped Exchange Options 廖四郎
    2002 The Valuation of Generalized Capped Options 廖四郎; C. W. Wang
    2001 The Valuation of Generalized Time-Varing Discrete Capped Exchange Options with Related Asset as Trigger and A Stochastic Barrier under Stochastic Interest Rate 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
    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.
    2011-06 A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model 廖四郎; 楊繡碧; 蔡宏彬; Liao, Szu-Lang; Yang, Hsiu-Pi; Tsai,Hung-Pin
    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
    2012-12 Valuation of Rarchet Equit-Indexed Annuities 邱于紛; 謝明華; 蔡政憲; 陳威光; Chiu, Yu-Fen; Hsieh,Ming-Hua; Tsai,Chen-Hsien
    2002 The Valuation of Reset Options with Multipla Strike Resets and Reset Dates 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
    2009-02 The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes Chang, Chia-Chien; Wang, Chou-Wen; Liao,Szu-Lang; 張嘉倩; 王昭文; 廖四郎
    2009 Variance-Gamma因子聯繫結構模型於違約相關性之描述及應用 賴興展
    2010 VIX 選擇權之評價及其隱含波動度之探討 黃暐能
    2015 The volatility structure of oil futures market returns: an empirical investigation 廖四郎; Lian, Yu-Min; Liao, Szu-Lang
    2010-04 Warrant Introduction Effects on Stock Return Processes Chang, Jui-Jane; Liao, Szu-Lang; 張瑞珍; 廖四郎
    2007 an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? 江彌修
    1997-03 Weekday Effect, Autocorrelation and Price Limit in the Taiwan Stock Market--The Application of Gibbs Sampler Method Shen, Chung-Hua; Chou, Pin-Huang; 沈中華
    2012-06 What drives the dating game of executive options exercise? Evidence from Taiwan Wu, Ming-Cheng; Fung, Hung-Gay; Huang, Yi-Ting; 黃怡婷
    2010-11 WHAT MAKES INTERNATIONAL CAPITAL FLOWS PROMOTE ECONOMIC GROWTH? AN INTERNATIONAL CROSS-COUNTRY ANALYSIS Shen, Chung-Hua; Lee, Chien-Chiang; Lee, Chi-Chuan; 沈中華

    顯示項目401-425 / 1549. (共62頁)
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