| 國立政治大學 |
2013-12 |
兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵
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廖四郎;連育民;林斯郁; Liao, Szu-Lang |
| 國立政治大學 |
2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks
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廖四郎; Liao, Szu-Lang;Lian, Yu-Min |
| 國立政治大學 |
2013-07 |
Determinants of the adoption of executive stock options in china
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Wu, M.-C.;Liao, Szu-Lang;Huang, Yi Ting; 廖四郎;黃怡婷 |
| 國立高雄第一科技大學 |
2012.09 |
On the valuation of reverse mortgages with regular tenure payments
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Lee, Yung-Tsung;Wang, Chou-Wen;Huang, Hong-Chih; 王昭文;廖四郎;Liao, Szu-Lang |
| 國立政治大學 |
2012.08 |
The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China
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廖四郎; Huang, Yi-Ting; Wu, Ming-Cheng; Liao, Szu-Lang |
| 國立政治大學 |
2012.06 |
Valuation of Convertible Bond Under Levy Process with Default Risk
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廖四郎; Liao, Szu-Lang ; Tsai, Ming-Shann ; Chen, Jun-Home ; Li, Chia-Huang |
| 國立政治大學 |
2012.05 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
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廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |
| 國立政治大學 |
2012.04 |
The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory
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廖四郎; Hsua, Pao-Peng ;Liao,Szu-Lang |
| 國立政治大學 |
2012-05 |
The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach
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Chang, Hui-Lung ;Wu, Sou-Shan;Liao, Szu-Lang; 廖四郎 |
| 國立政治大學 |
2012 |
The development of a real-time valuation service of financial derivatives
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Peng, H.-T.;Chang, C.-F.;Liao, Szu-Lang;Kao, M.-Y.;Lai, F.;Ho, J.-M.; 廖四郎 |
| 國立政治大學 |
2012 |
Executive Compensation and Hedging Behavior: Evidence from Taiwan
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Wu, Ming-Cheng;Liao, Szu-Lang;Huang, Yi-Ting; 廖四郎 |
| 國立政治大學 |
2011.06 |
A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model
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廖四郎 ; 楊繡碧 ; 蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai,Hung-Pin |
| 國立政治大學 |
2011-12 |
Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations
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廖四郎;宋豪漳; Liao, Szu-Lang ; Sung, Hao-Chang |
| 國立政治大學 |
2011-09 |
Dynamic Conditional Correlation Analysis in International Real Estate Security Markets
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陳靜宜;廖四郎; Chen, Jing-Yi ; Liao, Szu-Lang |
| 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
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廖四郎;楊繡碧;蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai, Hung-Pin |
| 國立政治大學 |
2010.11 |
Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing
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廖四郎; LIAO,SZU-LANG ;CHANG,JUI-JANE |
| 國立政治大學 |
2010.09 |
An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model
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廖四郎; Liao, Szu-Lang ; Tsai, Hung-Pin ; Lin, Shih-Kuei |
| 國立政治大學 |
2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes
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陳正暉;廖四郎; Chen, Zheng-Hui ; Liao, Szu-Lang |
| 國立政治大學 |
2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes
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陳正暉; Chen, Zheng-Hui; 廖四郎; Liao, Szu-Lang |
| 國立政治大學 |
2010-04 |
Warrant Introduction Effects on Stock Return Processes
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Chang, Jui-Jane ; Liao, Szu-Lang; 張瑞珍;廖四郎 |
| 國立政治大學 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：臺灣加權股價指數選擇權為例
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吳仰哲;廖四郎;林士貴; Wu, Yang-Che ; Liao, Szu-Lang ; Lin, Shih-Kuei |
| 國立政治大學 |
2010-01 |
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model
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林士貴;廖四郎;林德政; Lin, Shih-Kuei ; Liao, Szu-Lang ; Lin, Te-Cheng |
| 國立政治大學 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例
|
林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; Liao, Szu-Lang |
| 國立政治大學 |
2009-10 |
Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes
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廖四郎;徐保鵬; Liao, Szu-Lang;Hsu, Pao-Peng |
| 國立政治大學 |
2009-10 |
Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes
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廖四郎;徐保鵬; Liao, Szu-Lang ; Hsu, Pao-Peng |
