Browsing by Author 王之彥


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Issue DateTitleAuthor(s)Text
-An application of the Black-Litterman model with EGARCH-M-derived views for taiwan 50 constituent portfolio management鄭威宏; Zheng, Wei-Hong-
-Apply the Least Squares Monte Carlo Approach to Extremely Complex Options: A Building Block Methodology簡志宏; Chien, Chih-Hung-
-Dynamic Conditional Correlation and GARCH Option Pricing王文佑; Wang, wen-Yo-
-Pricing Asian Options with Minimized Interpolation Error吳牧樺; Wu, Mu-Hua-
-The Relationship of Realized Volatility, Implied Volatility and Long Memory : Evidence from S&P 100 Stock Option Market洪培勛; Hong, Pei-Syun-
-台灣公司債信用價差影響因子之研究─因素分析法羅慧如; Lo, Hui-Ju-
-台灣地區未上市櫃公司動態違約機率之估計高華慶; Kao, Hua-Ching-
-台灣架上股票型基金報酬率行為之研究張博涵; Chang, Po-han-
-台灣股權連接型商品的發行溢價現象分析洪育堯; Hung, Yu-Yao-
-在損失趨避與以風險值為基礎所推論的參考基準點下以選擇權避險的風險管理陳佩君; Chen, Pei-Chun-
-多碎形模型下波動度之實證研究-以S&P 100股票選擇權為例邱冠傑; Chiu, Kuan-Chieh-
-多變數蒙地卡羅模擬之變異數減少法陳淑秋; chiu, chen shu-
-平衡計分卡為基礎之無形資產評價法-以製藥公司為例陳雲英; Chen, Yun-Yin-
-投資人情緒對股票選擇權市場影響之研究張簡佳玲; Chien, Chia-Ling Chang-
-損失趨避,失望趨避與利率期間結構王之彥-
-最小平方蒙地卡羅模擬法評價GARCH選擇權之穩健性Liu, Nai-cheng; 劉乃誠-
-結構性信用風險模型之實證劉維中; liu, wei-chung-
-考慮損失趨避態度的習慣塑造與風險溢酬之謎王之彥-
-(臺灣期貨市場第08卷第6期,p003-p054)公債期貨採現金結算之研究林丙輝; 洪茂蔚; 葉仕國; 王之彥
-藉由模擬評價美式選擇權之避險比率陳信逢; Chen, Hsin-Feng-