| 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 |
2011-12 |
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 |
| 國立政治大學 |
2009-08 |
財稅差異與盈餘管理之關聯性研究
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廖四郎;張敏蕾;林修平; Chang, Ming-Lei ; Liao, Szu-Lang ; Lin, Hsiu-Ping |
| 國立政治大學 |
2009-07 |
臺灣短期利率模型樣本外預測之實證研究
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李政峰;連春紅;廖四郎;徐守德; Lee, Cheng-Feng ; Lien, Chun-Hung ; Liao, Szu-Lang ; Shyu, David |
| 國立政治大學 |
2009-06 |
短期利率條件分配之尾部差異性檢定與風險值
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江明珠;李政峰;廖四郎;徐守德; Chiang, Ming-Chu;Lee, Cheng-Feng;Liao, Szu-Lang;Shyu, So-De |
| 國立政治大學 |
2009-02 |
The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes
|
Chang, Chia-Chien ; Wang, Chou-Wen ; Liao,Szu-Lang; 張嘉倩;王昭文;廖四郎 |
| 國立政治大學 |
2009-02 |
Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model
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Wu, Yang-Che ; Liao, Szu-Lang ; Shyu,So-De; 吳仰哲;廖四郎;徐守德 |
| 國立政治大學 |
2009-02 |
A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity
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Liao, Szu-Lang ; Chen, Miao-Sheng ; Li,Fu-Ching; 廖四郎;陳淼勝;李福慶 |
| 國立政治大學 |
2009-01 |
Modelling VaR for Foreign-asset Portfolios in Continuous Time
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Chen, Fen-Ying ; Liao, Szu-Lang; 陳芬英;廖四郎 |
| 國立政治大學 |
2009 |
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
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廖四郎; Tsai, Ming-Shann;Liao, Szu-Lang;Chiang, Shu-Ling |
| 國立高雄第一科技大學 |
2008.06 |
A GARCH with Time-Changed L?vy Innovation Model and Its Applications from an Economic Perspective
|
Wu, Yang-Che;Liao, Szu-Lang;Shyu, David;Tzang, Shyh-Weir;Hung, Chih-Hsing |
| 國立高雄第一科技大學 |
2008.05 |
Pricing generalized capped exchange options
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Wang, Chou-Wen;Liao, Szu-Lang;Wu, Ting-Yi; 王昭文 |
| 國立政治大學 |
2008-10 |
Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses
|
Wu, Yang-Che ; Liao, Szu-Lang ; Shyu, So-De; 吳仰哲;廖四郎;徐守德 |
