Showing 1-25 of 25

Date▼ Title Type  Full Text
2012 The development of a real-time valuation service of financial derivatives conference (826)
2007 Analyzing Yield Duration and Convexity of Mortgage Loans under Prepayment and Default Risks conference (5517)
2005 Financial Synergies and Optimal Stock conference
2005 Yield and Duration Analysis of Mortgage conference
2004-04 Analyzing Convertible Bonds: Valuation Optimal Strategies and Asset conference (6797)
2003 An Efficient Tree Method of Option Pricing under Stochastic Interest Rates conference
2003 The Valuation of Generalized Capped Exchange Options conference
2003 The Valuation of Convertible Bond with Credit Risk conference
2002 Forward-Price and The Implied Spot-Price Tree Method of Option Pricing-with An Application to Extended Vasicek Model conference
2002 The Pricing Models of Cross-Currency Equity Swaps and Swaptions conference
2002 On the Implementation of Continuous-Time Interest Rate Models conference
2002 Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework conference
2002 The Valuation of Generalized Capped Options conference
2001 The Forward-Pricing Tree Methods of Option Pricing under Gaussian HJM framwork of Stochastic Interest Rates conference
2001 An Efficient Multinimial-Based Method of Option Pricing conference
2001 Valuation of general reset options conference
2001 Real Option and Product Life Cycles conference
2001 The Valuation of Generalized Time-Varing Discrete Capped Exchange Options with Related Asset as Trigger and A Stochastic Barrier under Stochastic Interest Rate conference
2001 The Valuation of Basket Options and Portfolio Insurance conference
2001 Analyzing Yield, Duration conference
2000 Capital Budgeting and Optimal Financing under Uncertainty conference
1999 Pricing Cross-Currency Equity Swaps conference
1997 海運轉運中心的比較經濟利益分析 conference
1997 有交易成本的均衡與套利資產定價 conference
1997 Testing the Efficiency of Taiwan Forward US Dollar Market conference