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Institution Date Title Author
國立政治大學 2011.06 A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model 廖四郎 ; 楊繡碧 ; 蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai,Hung-Pin
國立政治大學 2011-06 三因子BGM模型下匯率連動固定期利率交換商品之評價 廖四郎;楊繡碧;蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai, Hung-Pin
國立政治大學 2010.09 An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model 廖四郎; Liao, Szu-Lang ; Tsai, Hung-Pin ; Lin, Shih-Kuei

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