國立政治大學 |
2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
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
|
廖四郎;張敏蕾;林修平; Chang, Ming-Lei ; Liao, Szu-Lang ; Lin, Hsiu-Ping |