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    Showing items 326-350 of 663. (27 Page(s) Totally)
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    DateTitleAuthors
    2003-01 The valuation of reset options with multiple strike resets and reset dates Liao, Szu-Lang; Wang, Chou-Wen; 廖四郎
    2009-02 The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes Chang, Chia-Chien; Wang, Chou-Wen; Liao,Szu-Lang; 張嘉倩; 王昭文; 廖四郎
    2015 The volatility structure of oil futures market returns: an empirical investigation 廖四郎; Lian, Yu-Min; Liao, Szu-Lang
    2009-12 Threshold Effects of Financial Status on the Cost Frontiers of Financial Institutions in Non-Dynamic Panels 王美惠; 黃台心; Wang, Mei-Hui; Huang, Tai-Hsin
    1999 Time-Varying Response of Monetary Policy to Macroeconomic Conditions Shen, Chung-Hua; Hakes, David R.; Brown, Kenneth; 沈中華
    2001-04 To Intervene or Not to Intervene: Exchange Rate Responses to Capital Flows in Selected Asian Economies Shen, Chung-Hua; Wang, Lee-Rong; 沈中華; 王儷容
    2018-12 Trader types and fleeting orders: Evidence from Taiwan Futures Exchange 林靖庭; Lin, Ching‐Ting; Kuo, Wei‐Yu; 郭維裕
    1986-09 Trade Strategy and Industrial Policy in Taiwan 梁國樹; 侯金英
    1983-03 Trade, Technology Transfers, and the Risks of Protectionism: The. Experience of the Republic of China 梁國樹; 侯金英
    1984-01 Trade, Technology Transfers, and the Risks of Protectionism:The Experience of the Republic of China 梁國樹; 侯金英
    2019-12 Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk 楊曉文; Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong-Chih
    2023-05 Upside and downside correlated jump risk premia of currency options and expected returns 何杰操; 張興華; 林士貴; He, Jie-Cao; Chang, Hsing-Hua; Chen, Ting-Fu; Lin, Shih-Kuei
    2020-08 Utilizing online stochastic optimization on scheduling of Intensity-Modulate Radiotherapy Therapy (IMRT) 羅明琇; Lo, Sonia M.; Chang, W.H.; Chen, T.L.; Chen, J.C.; Wu, H.N.
    2020-04 Valuation and Empirical Analysis of Currency Options 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang
    2006-09 Valuation and Optimal Strategies of Convertible Bonds 廖四郎; 黃星華; Liao, Szu-Lang; Huang, Hsing-Hua
    2021-04 Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model 林士貴; Lin, Shih-Kuei
    2023-11 Valuation of callable range accrual linked to CMS Spread under generalized swap market model 林士貴; 何杰操; Lin, Shih-Kuei; He, Jie-Cao; Hsieh, Chang-Chieh; Huang, Zi-Wei
    2011-06 Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes Chang, C. C.; Lin, S. K.; Yu, M. T.; 林士貴
    2012-06 Valuation of Convertible Bond Under Levy Process with Default Risk 廖四郎; Liao, Szu-Lang; Tsai, Ming-Shann; Chen, Jun-Home; Li, Chia-Huang
    2008-07 Valuation of floating range notes in a LIBOR market model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    2009 Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model 黃泓智; 楊曉文; Huang, Hong-Chih; Chen, Fen Ying; Yang, Sharon S.
    2012-04 Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option 林士貴; Tsai, P. L.; Lin, S. K.; Chih, H. H.
    2010-04 Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model Chou, Chi-Hsun; Chen, Son-Nan
    2009 Valuation of Quanto Interest Rate Exchange Options 傅瑞彬; 陳松男; 吳庭斌

    Showing items 326-350 of 663. (27 Page(s) Totally)
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