鄰近類別 研究計畫 [13/13] 博碩士論文 [753/753] 考古題 [278/278] 類別統計 近3年內發表的文件: 0(0.00%) 含全文筆數: 52(100.00%) 文件下載次數統計 下載大於0次: 52(100.00%) 下載大於100次: 52(100.00%) 檔案下載總次數: 36171(5.96%) 最後更新時間: 2024-11-24 13:18 上傳排行 資料載入中..... 下載排行 資料載入中..... 最近上傳 Price limits, margin requirements, ... A binomial option pricing model und... The relative efficiencies of price ... The binomial Black-Scholes model an... The accuracy and efficiency of alte... Review of synthesis of no-arbitrage... Pricing American options on foreign... Option pricing in a multi-asset, co... Credit enhancement and loan default... The effectiveness of coordinating p...

跳至: (選擇年份) 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1985 1980 1975 1970 1960 1950 (選擇月份) January February March April May June July August September October November December 或輸入年份:

由新到舊排序 由最舊的開始

顯示項目1-50 / 52. (共2頁) 1 2 > >> 每頁顯示[10|25|50]項目

日期	題名	作者
2009	An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks	Wang,RH; Lin,SK; Fuh,CD
2009	Assessing value at risk with CARE, the Conditional Autoregressive Expectile models	Kuan,CM; Yeh,JH; Hsu,YC
2009	Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange	Chang,CC; Hsieh,PF; Lai,HN
2009	Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan	Huang,RD; Shiu,CY
2009	Pricing Weather Derivatives using a Predicting Power Time Series Process	Chang,CC; Lin,JB; Shen,WM
2009	STRATEGIC ORDER SPLITTING, ORDER CHOICE, AND AGGRESSIVENESS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE	Chou,RK; Wang,YY
2009	The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans	Yang,SS; Huang,HC
2008	Characteristics, covariances, and structural breaks	Chou,Pin-Huang; Ko,Kuan-Cheng
2008	MARKET REACTIONS TO THE PASSAGE OF THE FINANCIAL HOLDING COMPANY ACT IN TAIWAN	Wang,Jane-Sue; Chen,Jing-Twen; Chou,Pin-Huang
2008	Valuation of the interest rate guarantee embedded in defined contribution pension plans	Yang,Sharon S.; Yueh,Meng-Lan; Tang,Chun-Hua
2008	Value versus growth: stochastic dominance criteria	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Value versus growth: stochastic dominance criteria (vol 8, pg 693, 2008)	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Weather and intraday patterns in stock returns and trading activity	Chang,Shao-Chi; Chen,Sheng-Syan; Chou,Robin K.; Lin,Yueh-Hsiang
2007	An efficient algorithm for basket default swap valuation	Chiang,Mi-Hsiu; Yueh,Meng-Lan; Hsieh,Ming-Hua
2007	Generalized analytical upper bounds for American option prices	Chung,San-Lin; Chang,Hsieh-Chung
2007	Richardson extrapolation techniques for the pricing of American-style options	Chang,Chuang-Chang; Chung,San-Lin; Stapleton,Richard C.
2007	The market quality of dealer versus hybrid markets: The case of moderately liquid securities	Lai,Hung-Neng
2007	The Euro and European financial market dependence	Bartram,SM; Taylor,SJ; Wang,YH
2006	Decimalization, trading costs, and information transmission between ETFs and index futures	Robin K. Chou,Huimin Chung
2006	Margins and price limits in Taiwan's stock index futures market	PIN-HUANG CHOU,MEI-CHEN LIN,MIN-TEH YU
2006	Portfolio optimization under asset pricing anomalies	Pin-Huang Chou,Wen-Shen Li,Guofu Zhou
2006	Strategy, IT applications for planning and control, and firm performance: The impact of impediments to IT implementation	Duh,Rong-Ruey; Chow,Chee W.; Chen,Hueiling
2006	The relationships between sentiment, returns and volatility	Wang YH,?Keswani A,?Taylor SJ
2006	Transaction tax and market quality of the Taiwan stock index futures	Chou,RK; Wang,GHK
2005	Detecting mutual fund timing ability using the threshold model	Chou,PH; Chung,HM; Sun,EY
2005	Real estate investment trusts - An asset allocation perspective	Chen,HC; Ho,KY; Lu,CL; Wu,CH
2004	Pricing options with American-style average reset features	Chang,CC; Chung,SL; Shackleton,MB
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
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
2001	A binomial option pricing model under stochastic volatility and jump	Chang,CC; Fu,HC
2000	Price limits, margin requirements, and default risk	Chou,PH; Lin,MC; Yu,MT
1998	Government deposit insurance and the Diamond-Dybvig model	McCulloch,JH; Yu,MT
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
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
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

顯示項目1-50 / 52. (共2頁) 1 2 > >> 每頁顯示[10|25|50]項目