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Introduction:
本系原名銀行學系,於民國四十七年設立,為國內各大學中最早培育金融專業人才之系所,本系培育之人才,廣為社會重用。本系自八十五年起改名金融系,自八十四年八月開始,財務金融研究所碩士班併入本系,並於八十八學年增設博士班,以培養金融高級研究人才。
Originally called the Department of Banking and as the first department amongst universities in Taiwan to train financial professionals, the Department of Money and Banking was founded in 1958. Before the department was renamed the Department of Money and Banking in 1996, the master’s program of the Graduate Institute of Banking had been merged with the department in August 1995. In 1999, the department began to offer the doctoral program to encourage refined researchers in finance.
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Items for Author "Chiang, Mi-hsiu"
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Showing 48 items.
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Date
Title
Authors
Bitstream
[金融學系] 國科會研究計畫
2014
流動性風險下信用違約傳染模型之建構及實證研究
江彌修
[金融學系] 國科會研究計畫
2013
模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析
江彌修
[金融學系] 國科會研究計畫
2012
固定比例擔保債務憑證之研究
江彌修
[金融學系] 國科會研究計畫
2011
固定比例擔保債務憑證之研究
江彌修
[金融學系] 國科會研究計畫
2010
重隨機假設下之動態違約相關性描述
江彌修
[金融學系] 國科會研究計畫
2009
基於跨期違約相關性描述下信用衍生性商品之評價
江彌修
[金融學系] 國科會研究計畫
2008
具複合保護層之擔保債權憑證研究
江彌修
[金融學系] 國科會研究計畫
2004
選擇權之評價:Ornstein-Uhlenbeck 股價變動過程下
陳威光 ; 江彌修
[金融學系] 國科會研究計畫
2002
實資選擇權投資學在資源開發投資問題互動性策略彈性評估的應用
江彌修
[金融學系] 會議論文
2008
Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes
江彌修
[金融學系] 會議論文
2007
The Key Role Penalty Played
江彌修
[金融學系] 會議論文
2007
an We See the Future and Rational Price of the Unlisted or Switching Listed Firm?
江彌修
[金融學系] 會議論文
2007
Important Sampling for Basket Default Swap Valuation
江彌修
[金融學系] 期刊論文
2024-02
Retrieving almost stochastic Dominance momentum in Taiwan stock market
江彌修 ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu ; Hsu, Yu-Chin
[金融學系] 期刊論文
2022-08
基於集成學習框架之信用違約預測-以信用卡客戶為例
江彌修 ; 胡聚男 ; 黃立新 ; 陳靜怡 ; Chiang, Mi-hsiu ; Hu, Chu-nan ; Huang, Li-xin ; Chen, Ching-yi
[金融學系] 期刊論文
2021-09
Predictive Ability of Similarity-based Futures Trading Strategies
江彌修 ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu ; Kuo, Wei-Yu
[金融學系] 期刊論文
2021-08
媒體情緒於企業違約預警:基於公開資訊語意分析
江彌修 ; 呂朋怡 ; 黃立新 ; 陳威光 ; Chiang, Mi-hsiu ; Lu, Peng-i ; Huang, Li-xin ; Chen, Wei-kuang
[金融學系] 期刊論文
2019-09
漫步於隨機森林: 輔以多數決學習的台股指數期貨交易策略
江彌修 ; Chiang, Mi-Hsiu ; 鄭仁杰 ; Cheng, Jen-Chieh*
[金融學系] 期刊論文
2019-03
公司治理與獨特性風險異象
江彌修 ; Chiang, Mi-Hsiu ; 陳宜群 ; Chen, Yi-Chun* ; 林煜恩 ; Lin, Yu-En ; 池祥萱 ; Chi, Hsiang-Hsuan
[金融學系] 期刊論文
2018-12
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps
Chuang, Ming-Che ; 林士貴 ; Lin, Shih-Kuei ; 江彌修 ; Chiang, Mi-Hsiu
[金融學系] 期刊論文
2018-09
Analytical Approximations for American Options: The Binary Power Option Approach
江彌修 ; Chiang, Mi-Hsiu ; Fu, Hsin-Hao
[金融學系] 期刊論文
2018
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
林士貴 ; Lin, Shih-Kuei ; Chuang, Ming-Che ; Chiang, Mi-Hsiu
[金融學系] 期刊論文
2015-01
集中度風險於結構式商品的量化與分析:以房屋抵押貸款證券為例
傅信豪 ; Fu, Hsin-Hao ; 楊啟均 ; Yang, Chi-Chun ; 江彌修 ; Chiang, Mi-Hsiu
[金融學系] 期刊論文
2015
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium
Li, Chang-Yi ; Chen, Son-Nan ; Lin, Shih-Kuei ; 林士貴
[金融學系] 期刊論文
2014-09
Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy
江彌修 ; Chiang, Mi-Hsiu ; Li, Chang-Yi ; Chen, Son-Nan
[金融學系] 期刊論文
2014-09
重隨機假設下動態違約相關性之描述及其資訊內涵:以指數型信用擔保債權憑證為例
江彌修 ; 邱信瑜 ; 王盈心 ; Chiang,Mi-Hsiu ; Chiu,Hsin-Yu ; Wang,Ying-Hsin
[金融學系] 期刊論文
2014-09
On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches
Chiang, Mi Hsiu ; Chiu, Hsin Yu ; Wang, Ying Hsin ; 江彌修 ; 邱信瑜 ; 王盈心
[金融學系] 期刊論文
2013-10
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
江彌修 ; Chen, Son-Nan ; Chiang, Mi-Hsiu ; Hsu, Pao-Peng ; Li, Chang-Yi
[金融學系] 期刊論文
2012-12
The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model
江彌修 ; Chiang,Mi-Hsiu
[金融學系] 期刊論文
2012-12
跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制
江彌修 ; 傅信豪 ; 王聖元 ; Chiang, Mi-Hsiu ; Fu, Hsin-Hao ; Wang, Sheng-Yuan
[金融學系] 期刊論文
2012-06
Estimation Risk and Optimal Portfolio Construction in a Lognormal Market
湯美玲 ; 陳松男 ; 江彌修 ; Tang,Mei-Ling ; Chen,Son-Nan ; Chiang,Mi-Hsiu
[金融學系] 期刊論文
2010-06
Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model
Hsieh, Tsung-Yu ; Chen, Son-Nan ; 謝宗佑 ; 陳松男
[金融學系] 期刊論文
2010-04
Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model
Chou, Chi-Hsun ; Chen, Son-Nan
[金融學系] 期刊論文
2009-12
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
江彌修 ; Chiang, Derek Mi-Hsiu
[金融學系] 期刊論文
2009-09
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
蔡政憲 ; 郭維裕 ; 江彌修 ; Tsai, Chenghsien ; Kuo, Weiyu ; Chiang, Derek Mi-Hsiu
[金融學系] 期刊論文
2009
Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model
Wu, Ting-Pin ; Chen, Son-Nan ; 陳松男
[金融學系] 期刊論文
2009
Analytical Valuation of Barrier Interest Rate Options Under Market Models
Wu, Ting-Pin ; Chen, Son-Nan ; 陳松男
[金融學系] 期刊論文
2008-03
Option Pricing Based on the Alternating Direction Implicit Finite Difference Method
江彌修 ; Chiang,Mi-Hsiu
[金融學系] 期刊論文
2008-09
雙層保護合成型擔保債權憑證之評價與風險特徵研究
江彌修 ; 岳夢蘭 ; 李蕙君 ; Chiang,Mi-Hsiu ; Yueh,Meng-Lan ; Li,Hui-Chun
[金融學系] 期刊論文
2008-07
Valuation of floating range notes in a LIBOR market model
Wu, Ting-Pin ; Chen, Son-Nan ; 陳松男
[金融學系] 期刊論文
2008-04
Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits
Chiang, Mi-Hsiu ; 陳威光 ; Chen, Wei-Kuang ; Cheng, Chi-Hung
[金融學系] 期刊論文
2008-01
違約的代價: 契約違約金存在之合理性
黃俊源 ; 郭照榮 ; 江彌修 ; Huang,Chun-Yuan ; Kuo,Chau-Jung ; Chiang,Mi-Hsiu
[金融學系] 期刊論文
2008
Extend the Debt as It Is Not Deeply Out-of-the-Money
Chen, Son-Nan ; Lee, Shyan-Yuan ; Tsai, Hui-Hwang ; Wu, Wei-Hsiung ; 陳松男
[金融學系] 期刊論文
2007-09
Equity swaps in a LIBOR market model
Wu, T.-P. ; Chen, Son-Nan ; 陳松男
[金融學系] 期刊論文
2007
Cross-Currency Equity Swaps in the BGM Model
Wu, Ting-Pin ; Chen, Son-Nan ; 陳松男
[金融學系] 期刊論文
2006-12
百慕達式利率交換選擇權
江彌修 ; 王祥帆
[金融學系] 期刊論文
2004
匯率連動遠期生效亞洲選擇權
陳松男 ; 姜一銘 ; Chen, Son-Nan ; Jiang, I-Ming
[金融學系] 研究報告
2009
我國推出ETF期貨或選擇之可行性研究
江彌修 ; 岳夢蘭