財務金融學系

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4631 引文
36 h-指數
330 期刊論文
6 篇章
4 會議論文篇章
4 回顧評介論文
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- 2 評論/辯論

6結果

篩選

2024
Sources of liquidity premium: Risk or mispricing?
Chou, P. H., Ko, K. C. & Wei, K. C. J., 8 4月 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., 卷 3-4. p. 2051-2088 38 p.
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審
2006
A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks
Chang, C. C. & Jih-Chieh, Y., 2006, Research in Finance. Chen, A. (編輯). p. 193-220 28 p. (Research in Finance; 卷 23).
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審
2005
Pricing Options With Price Limits and Market Illiquidity
Chang, C. C., Chung, H. & Wang, T. I., 2005, Research in Finance. JAI Press, p. 187-214 28 p. (Research in Finance; 卷 22).
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審
1 引文斯高帕斯（Scopus）
2003
Optimal R&D investment tax credits under mean reversion return
Jou, J. B. & Lee, T., 12月 2003, Real R & D Options. Elsevier Inc., p. 251-270 20 p.
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審
1 引文斯高帕斯（Scopus）
R&D investment decision and optimal subsidy
Jou, J. B. & Lee, T., 12月 2003, Real R & D Options. Elsevier Inc., p. 228-250 23 p.
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審
2 引文斯高帕斯（Scopus）
2002
The analysis of duration and immunization strategy under the HJM term structure framework
Chang, C. C. & Ho, R. J., 2002, Research in Finance. JAI Press, p. 241-268 28 p. (Research in Finance; 卷 19).
研究成果: 書貢獻/報告類型 › 篇章 › 同行評審

財務金融學系

研究成果

搜尋結果

Sources of liquidity premium: Risk or mispricing?

A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks

Pricing Options With Price Limits and Market Illiquidity

Optimal R&D investment tax credits under mean reversion return

R&D investment decision and optimal subsidy

The analysis of duration and immunization strategy under the HJM term structure framework