臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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"駱建陵"

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Institution	Date	Title	Author
元智大學	Sep-21	Pricing catastrophe swaps with default risk and stochastic interest rates	駱建陵; Carolyn W.Chang; Jin-Ping Lee; Min-Teh Yu
元智大學	Sep-18	Analytical Approximations for American Options: The Binary Power Option Approach	駱建陵; Mi-Hsiu Chiang; Hsin-Hao Fu; Yi-Ta Huang; Pai-Ta Shih
元智大學	Nov-20	Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices	駱建陵; Hung-Wen Cheng; Jeffrey Tzuhao Tsai
元智大學	Mar-21	Options-implied information and the momentum cycle	駱建陵; Ming-Yu Liu; Wen-I Chuang
元智大學	Jun-23	Empirical performance of component GARCH models in pricing VIX term structure and VIX futures	駱建陵; Hung-Wen Cheng; Li-Han Chang; Jeffrey Tzuhao Tsai
元智大學	Feb-24	Modeling underwriting risk: A copula regression analysis on U.S. property-casualty insurance byline loss ratios	駱建陵; Jeffrey Tzuhao Tsai
元智大學	Feb-19	VIX derivatives: Valuation models and empirical evidence	駱建陵; Pai-Ta Shih; Yaw-Huei Wang; Min-Teh Yu
元智大學	Apr-17	Pricing Stock Options with State-Dependent Jump-to-Default	張森林; 駱建陵; 石百達
元智大學	Apr-17	Pricing Stock Options with State-Dependent Jump-to-Default	張森林; 駱建陵; 石百達
元智大學	2022-10-19	Replica Game: A Creative Pedagogy for Option Strategies	駱建陵

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