Browsing by Author 葉仕國

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DateTitleAuthor(s)File
2001(21世紀全球投資策略研討會論文集,p503-p536)台幣/美元外匯報酬率變動行為之探索葉仕國; 闕河士; 王兆佑; 國立中興大學財務金融學系-
2011An application of the Black-Litterman model with EGARCH-M-derived views for taiwan 50 constituent portfolio management葉仕國; 王之彥; 林丙輝; 鄭威宏; Zheng, Wei-Hong; 中興大學-
2007Apply the Least Squares Monte Carlo Approach to Extremely Complex Options: A Building Block Methodology汪逸真; 葉仕國; 王之彥; 簡志宏; Chien, Chih-Hung; 中興大學-
2005BASELII下信用衍生性金融商品對銀行新業務空間的探討葉仕國; Ph.D Shih Kuo Yeh; 廖添彬; Bing, Liao Tien-
2009CDX信用指數的實證分析陳育成; Chen Yu-Cheng; 汪逸真; 葉仕國; Yeh Shih-Kuo; 周佳民; Chou, Chia-Min; 中興大學-
2008Comparing the hedging efficiency of cash settlement and physical delivery in Taiwan 10-year Government Bond Futures by DCC GARCH Model汪逸真; 陳育成; 葉仕國; 陳佳蘭; Chen, Chia-Lan; 中興大學-
2008The Effect of Business Financing on Stock Price- An Empirical Study on Syndicated Loan紀志毅; 王凱立; 葉仕國; 徐子繁; Hsu, Tzu-Fan; 中興大學-
2009An empirical analysis of the CDX index and its tranchesFabozzi, F.J.; 葉仕國; Wang, Y.C.; Yeh, S.K.; Chen, R.R.-
2009An empirical study of the determinates of credit spread on corporate bonds in Taiwan汪逸真; 陳育成; 葉仕國; 邱銘汶; Chiu, Ming-Wen; 中興大學-
2004An Empirical Study of The Modified Hull and White Interest Rate Model in US葉仕國; Yeh Shih-kuo; 陸宏銘; Ming, Lu Hung-
2009Information Implied in Credit Derivatives葉仕國; 汪逸真; 絲文銘; 行政院國家科學委員會; 國立中興大學財務金融學系(所)-
2011LIBOR市場模型下異質利率交換商品之評價與分析楊東曉; 葉宗穎; 葉仕國; 曹舒菡; Tsao, Shu-Han; 中興大學-
2010The link between intraday signals and call warrant mispricing葉仕國; Lin, Y.N.; 林盈課; Yeh, S.K.; Chuan, S.C.; Jordan, S.J.-
2011The Measurements of Value at Risk on TAIEX Futures楊東曉; 葉宗穎; 葉仕國; 張瑞竹; Chang, Jui-Chu; 中興大學-
2013Measuring Liquidity Discount and Premium by Using Market Data葉仕國; 國立中興大學財務金融學系(所); 行政院國家科學委員會-
2009The Performance and The Cost of Implementing Portfolio Insurance In Taiwan Stock Market陳育成; 汪逸真; 葉仕國; 朱新炎; Chu, Hsin-Yen; 中興大學-
2007Pricing Asian Options with Minimized Interpolation Error葉仕國; 林丙輝; 王之彥; 吳牧樺; Wu, Mu-Hua; 中興大學-
2011The Relationship of Realized Volatility, Implied Volatility and Long Memory : Evidence from S&P 100 Stock Option Market葉仕國; Shih-Kuo Yeh; 王之彥; Chih-Yen Wang; Bing-Huei Lin; 林丙輝; 洪培勛; Hong, Pei-Syun; 中興大學-
2009The Research Regarding the Credit Risk Models with More Efficient Numerical Method陳育成; Yu-Cheng Chen; 汪逸真; Shih-Kuo Yeh; 葉仕國; 詹景翔; Chen, Ching-Hsiang; 中興大學-
2009Risk Characteritics of Taiwanese Derivatives under Incomplete Markets葉仕國; 行政院國家科學委員會; 國立中興大學財務金融學系(所)-