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: 36582(5.96%) Last Update: 2024-12-20 19:07 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 1-10 of 52. (6 Page(s) Totally) 1 2 3 4 5 6 > >> View [10|25|50] records per page

Date	Title	Authors
2009	An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks	Wang,RH; Lin,SK; Fuh,CD
2009	Assessing value at risk with CARE, the Conditional Autoregressive Expectile models	Kuan,CM; Yeh,JH; Hsu,YC
2009	Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange	Chang,CC; Hsieh,PF; Lai,HN
2009	Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan	Huang,RD; Shiu,CY
2009	Pricing Weather Derivatives using a Predicting Power Time Series Process	Chang,CC; Lin,JB; Shen,WM
2009	STRATEGIC ORDER SPLITTING, ORDER CHOICE, AND AGGRESSIVENESS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE	Chou,RK; Wang,YY
2009	The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans	Yang,SS; Huang,HC
2008	Characteristics, covariances, and structural breaks	Chou,Pin-Huang; Ko,Kuan-Cheng
2008	MARKET REACTIONS TO THE PASSAGE OF THE FINANCIAL HOLDING COMPANY ACT IN TAIWAN	Wang,Jane-Sue; Chen,Jing-Twen; Chou,Pin-Huang
2008	Valuation of the interest rate guarantee embedded in defined contribution pension plans	Yang,Sharon S.; Yueh,Meng-Lan; Tang,Chun-Hua

Showing items 1-10 of 52. (6 Page(s) Totally) 1 2 3 4 5 6 > >> View [10|25|50] records per page