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顯示項目11-20 / 27. (共3頁) << < 1 2 3 > >> 每頁顯示[10|25|50]項目

日期	題名	作者
2011	THE INFORMATION CONTENT OF THE S&P 500 INDEX AND VIX OPTIONS ON THE DYNAMICS OF THE S&P 500 INDEX	Chung,SL; Tsai,WC; Wang,YH; Weng,PS
2011	The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence	Agarwal,S; Ambrose,BW; Huang,HM; Yildirim,Y
2011	Valuation of CMS Spread Options with Nonzero Strike Rates in the LIBOR Market Model	Wu,TP; Chen,SN
2010	An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach	Wang,JL; Huang,HC; Yang,SS; Tsai,JT
2010	Being good or being known: corporate governance, media coverage, and earnings announcements	Chih,HL; Chih,HH; Chou,PH
2010	Correcting microstructure comovement biases for integrated covariance	Yeh,JH; Wang,JN
2010	Do relative leverage and relative distress really explain size and book-to-market anomalies?	Chou,PH; Ko,KC; Lin,SJ
2010	EFFICIENT QUADRATURE AND NODE POSITIONING FOR EXOTIC OPTION VALUATION	Chung,SL; Ko,KY; Shackleton,MB; Yeh,CY
2010	EVALUATING QUANTILE RESERVE FOR EQUITY-LINKED INSURANCE IN A STOCHASTIC VOLATILITY MODEL: LONG VS. SHORT MEMORY	Ho,HC; Yang,SS; Liu,FI
2010	Information content of options trading volume for future volatility: Evidence from the Taiwan options market	Chang,CC; Hsieh,PF; Wang,YH

顯示項目11-20 / 27. (共3頁) << < 1 2 3 > >> 每頁顯示[10|25|50]項目