|
English
|
正體中文
|
简体中文
|
總筆數 :2851802
|
|
造訪人次 :
44736390
線上人數 :
1174
教育部委託研究計畫 計畫執行:國立臺灣大學圖書館
|
|
|
"fuh cheng der"的相關文件
顯示項目 11-19 / 19 (共1頁)
1
每頁顯示[10|25|50]項目
| 淡江大學 |
2012-06-29 |
Efficient Simulation and Approximation of Value at Risk under GARCH Model
|
王仁和; Wang, Ren-her; 傅承德; Fuh, Cheng-der |
| 淡江大學 |
2011-12 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
2011-11 |
Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors
|
Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her |
| 淡江大學 |
2010-12 |
The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
|
Wang, Ren-Her; Aston, J. A. D.; Fuh, Cheng-Der |
| 淡江大學 |
2010-06 |
On-line VWAP Trading Strategies
|
王仁和; Wang, Ren-her; Fuh, Cheng-der; Teng, H. W. |
| 淡江大學 |
2009-10 |
An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks
|
王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der |
| 淡江大學 |
2006-09 |
Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
|
王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der |
| 國立政治大學 |
2004-04 |
A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
|
林士貴;傅承德;柯子介; Lin, Shih-Kuei;Fuh, Cheng-Der;Ko, Tze-Jieh |
| 國立政治大學 |
2003 |
Empirical Performance and Asset Pricing in Hidden Markov Model
|
Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴 |
顯示項目 11-19 / 19 (共1頁)
1
每頁顯示[10|25|50]項目
|
