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    研究計畫 [13/13]
    博碩士論文 [604/604]
    考古題 [267/267]

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    Showing items 1-25 of 52. (3 Page(s) Totally)
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    DateTitleAuthors
    1991 NOTES ON PRICING A CHINESE SAVING BORROWING POOL (HUEI) SHYY,G; NEIN,A
    1994 A NOTE ON CONVEXITY AND BOND PORTFOLIO PERFORMANCE SHYY,G; LIEU,CL
    1994 DO BANK RUNS EXIST IN THE DIAMOND-DYBVIG MODEL HUO,TM; YU,MT
    1994 FORBEARANCE AND PRICING DEPOSIT INSURANCE IN A MULTIPERIOD FRAMEWORK DUAN,JC; YU,MT
    1994 LIFE-CYCLE ANALYSIS OF GASOLINE EXPENDITURE PATTERNS GREENING,LA; JENG,HT
    1994 PRICE EQUILIBRIUM AND TRANSMISSION IN A CONTROLLED ECONOMY - A CASE-STUDY OF THE METAL EXCHANGE IN CHINA SHYY,G; BUTCHER,B
    1995 MEASURING THE TRUE PROFILE OF TAXPAYER LOSSES IN THE SAVINGS-AND-LOAN INSURANCE MESS KANE,EJ; YU,MT
    1995 PRICE TRANSMISSION AND INFORMATION ASYMMETRY IN BUND FUTURES MARKETS - LIFFE VS DTB SHYY,G; LEE,JH
    1995 USE OF REGION, LIFE-CYCLE AND ROLE VARIABLES IN THE SHORT-RUN ESTIMATION OF THE DEMAND FOR GASOLINE AND MILES TRAVELED GREENING,LA; JENG,HT; FORMBY,JP; CHENG,DC
    1996 A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France Shyy,G; Vijayraghavan,V; ScottQuinn,B
    1996 Opportunity cost of capital forbearance during the final years of the FSLIC mess Kane,EJ; Yu,MT
    1996 Pricing catastrophe insurance futures call spreads: A randomized operational time approach Chang,CW; Chang,JSK; Yu,MT
    1996 Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF Chow,EH; Lee,JH; Shyy,G
    1998 Government deposit insurance and the Diamond-Dybvig model McCulloch,JH; Yu,MT
    2000 Price limits, margin requirements, and default risk Chou,PH; Lin,MC; Yu,MT
    2001 A binomial option pricing model under stochastic volatility and jump Chang,CC; Fu,HC
    2002 Credit enhancement and loan default risk premiums Chang,CC; Lai,VS; Yu,MT
    2002 Option pricing in a multi-asset, complete market economy Chen,RR; Chung,SL; Yang,TT
    2002 Pricing American options on foreign assets in a stochastic interest rate economy Chung,SL
    2002 Review of synthesis of no-arbitrage Gaussian term structure models Chung,SL
    2002 The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model Chen,HC; Chen,DM; Chung,SL
    2002 The binomial Black-Scholes model and the Greeks Chung,SL; Shackleton,M
    2002 The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange Chou,RK; Lee,JH
    2003 Analytic approximation formulae for pricing forward-starting Asian options Tsao,CY; Chang,CC; Lin,CG
    2003 The effectiveness of coordinating price limits across futures and spot markets Chou,PH; Lin,MC; Yu,MT

    Showing items 1-25 of 52. (3 Page(s) Totally)
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