Publications-全部

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Date▼ Title Type  Full Text
2021.01 基於媒體情緒的企業違約預警:公開資訊語意分析 article (22)
2019-07 金融創新與商品個案 book (37)
2018-09 期貨與選擇權-金融創新個案 book/chapter (205)
2017-12 券商推薦股票評等報告之績效分析 article (113)
2016-12 Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions article (237)
2015-08 期貨與選擇權原則 book/chapter (690)
2014-04 Fleeting Orders Under the Microscope report (603)
2013.06 波動度選擇權的隱含波動度 article (668)
2013 金融衍生工具 = Financial derivatives book/chapter (348)
2012.12 獲利保障型指數連動年金之評價 article (743)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article (533)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article (1229)
2011-03 Macroeconomic Conditions, Firm-Level Productivity, and Capital Structure Choices article (814)
2011 波動度選擇權的隱含波動度 report (731)
2010.09 選擇權-理論、實務與風險管理 book/chapter (895)
2010-08 選擇權:理論、實務與風險管理=Options: theory, practice, and risk management book/chapter (1847)
2010-03 衍生性商品:選擇權、期貨、交換與風險管理 book/chapter (2151)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article (932)
2009 選擇權市場效率性檢定: 隱含波動度成對交易檢定法 article (996)
2008-04 Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits article (119)
2004 選擇權之評價:Ornstein-Uhlenbeck 股價變動過程下 report (1364)
2004 期貨市場交割結算基金總額計算方式之研究 report
2003-12 臺指選擇權手續費調降對期貨商營運績效之實證分析 article (794)
2003-09 An Empirical Study on the Lapse Rate:The Cointegration Approach article (3174)
2003-09 保本型商品的評價與分析 article (657)