2006, April , Vol.14 No.1:
天氣衍生性金融商品之評價 Valuation of Weather Derivatives 洪茂蔚 Mao-Wei Hung ; 劉裕宏 Yu-Hing Liu [Abstract] [Full text]
隨機波動度及價格跳躍過程是否可以增進史丹普500指數選擇權市場與其現貨市場間風險中立機率值之一致性？Do Stochastic Volatility and/or Jumps Improve the Consistency of Risk-Neutral Distributions Implicit the S&P 500 Index Option Market and the Cash Index Market? Yueh-Neng Lin 林月能 [Abstract] [Full text]
機構投資人的動態資產配置 Determining Institutional Investor's Dynamic Asset Allocation 郭志安 Zion Guo ; 顏錫銘 Simon H. Yen [Abstract] [Full text]
網路連結與財務槓桿Network Linkage snd Financial Leverage 郭憲章 Hsien-Chang Kuo [Abstract] [Full text]
由市場微觀結構論探討臺灣10年期公債期貨日內不對稱的價量關係 蔡垂君 Chui-Chun Tsai ; 李存修 Tsun-Siou Lee[Abstract] [Full text]