Browsing by Author 葉仕國

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-(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-
-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-
-BASELII下信用衍生性金融商品對銀行新業務空間的探討廖添彬; Bing, Liao Tien-
-CDX信用指數的實證分析周佳民; Chou, Chia-Min-
-Comparing the hedging efficiency of cash settlement and physical delivery in Taiwan 10-year Government Bond Futures by DCC GARCH Model陳佳蘭; Chen, Chia-Lan-
-The Effect of Business Financing on Stock Price- An Empirical Study on Syndicated Loan徐子繁; Hsu, Tzu-Fan-
-An empirical analysis of the CDX index and its tranchesFabozzi, F.J.; 葉仕國; Wang, Y.C.; Yeh, S.K.; Chen, R.R.-
-An empirical study of the determinates of credit spread on corporate bonds in Taiwan邱銘汶; Chiu, Ming-Wen-
-An Empirical Study of The Modified Hull and White Interest Rate Model in US陸宏銘; Ming, Lu Hung-
-Information Implied in Credit Derivatives葉仕國; 汪逸真; 絲文銘-
-LIBOR市場模型下異質利率交換商品之評價與分析曹舒菡; Tsao, Shu-Han-
-The 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.-
-The Measurements of Value at Risk on TAIEX Futures張瑞竹; Chang, Jui-Chu-
-Measuring Liquidity Discount and Premium by Using Market Data葉仕國-
-The Performance and The Cost of Implementing Portfolio Insurance In Taiwan Stock Market朱新炎; Chu, Hsin-Yen-
-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-
-The Research Regarding the Credit Risk Models with More Efficient Numerical Method詹景翔; Chen, Ching-Hsiang-
-Risk Characteritics of Taiwanese Derivatives under Incomplete Markets葉仕國-