鄰近類別 研究計畫 [385/385] 考古題 [128/128] 類別統計 近3年內發表的文件: 0(0.00%) 含全文筆數: 27(100.00%) 文件下載次數統計 下載大於0次: 27(100.00%) 下載大於100次: 27(100.00%) 檔案下載總次數: 16841(9.06%) 最後更新時間: 2024-11-21 19:22 上傳排行 資料載入中..... 下載排行 資料載入中..... 最近上傳 Valuation of CMS Spread Options wit... The Term Structure of Lease Rates w... THE INFORMATION CONTENT OF THE S&am... THE IMPACT OF LIQUIDITY ON OPTION P... The calculation of capital requirem... Securitisation and Tranching Longev... Random Aggregation with Application... Prospect theory and the effectivene... Pricing and Hedging Quanto Forward-... Information trading around open mar...

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

日期	題名	作者
2011	Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids	Chen,SS; Chou,RK; Lee,YC
2011	Efficient and accurate quadratic approximation methods for pricing Asian strike options	Chang,CC; Tsao,CY
2011	How accurate is the square-root-of-time rule in scaling tail risk: A global study	Wang,JN; Yeh,JH; Cheng,NYP
2011	Information trading around open market share repurchases: evidence from the Taiwan Stock Exchange	Chou,RK; Yu,YM
2011	Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options	Chang,CC; Liao,TH; Tsao,CY
2011	Prospect theory and the effectiveness of price limits	Lin,MC; Chou,PH
2011	Random Aggregation with Applications in High-Frequency Finance	Tsay,RS; Yeh,JH
2011	Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products	Yang,SS
2011	The calculation of capital requirement using Extreme Value Theory	Tsai,MS; Chen,LC
2011	THE IMPACT OF LIQUIDITY ON OPTION PRICES	Chou,RK; Chung,SL; Hsiao,YJ; Wang,YH
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
2010	International asset allocation for incompletely-informed investors	Gau,YF; Hua,MS; Wu,WL
2010	Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models	Yang,SS; Yue,JC; Huang,HC
2010	Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market	Hung,WF; Lu,CC; Lee,CF
2010	News announcements and price discovery in foreign exchange spot and futures markets	Chen,YL; Gau,YF
2010	The Attraction of Baseball Games in a Small-Size League: Are the Effects of Outcome Uncertainties Really Important?	Jane,WJ; Kuo,NF; Wu,JY; Chen,ST

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