Siblings Research Project [13/13] Electronic Thesis & Dissertation [753/753] retired tests [278/278] Collection Statistics Item counts issued in 3 years: 0(0.00%) Items With Fulltext: 52(100.00%) Download counts of the item Download times greater than 0: 52(100.00%) Download times greater than 100: 52(100.00%) Total Bitstream Download Counts: 38047(5.95%) Last Update: 2025-04-26 12:20 Top Upload Loading... Top Download Loading... Recent Submissions 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...

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Showing items 26-50 of 52. (3 Page(s) Totally) << < 1 2 3 > >> View [10|25|50] records per page

Date	Title	Authors
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

Showing items 26-50 of 52. (3 Page(s) Totally) << < 1 2 3 > >> View [10|25|50] records per page