| 國立政治大學 |
2012.09 |
On the valuation of reverse mortgages with regular tenure payments
|
Lee, Yung-Tsung ; Wang, Chou-Wen ; Huang, Hong-Chih; 黃泓智 |
| 國立高雄第一科技大學 |
2012.01 |
Using Stochastic Mortality Models to Measure Longevity Risk in Developed Countries
|
Wang, Chou-Wen;Wu, Chin-Wen;Liou, Yu-Ling |
| 南華大學 |
2012-10 |
Implementing option pricing models when asset returns follow an autoregressive moving average process
|
吳錦文;Wu, Chin-Wen;Wang, Chou-Wen;Tzang, Shyh-Weir |
| 國立高雄應用科技大學 |
2012 |
The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts
|
Chang, Chia-Chien; Wang, Chou-Wen; Yang, Chih-Yuan |
| 南華大學 |
2012 |
Using Stochastic Mortality Models to Measure Longevity Risk in Developed Countries
|
吳錦文;Wu, Chin-Wen;Wang, Chou-Wen;Liou, Yu-Ling |
| 國立高雄第一科技大學 |
2011.10 |
Securitisation of Crossover Risk in Reverse Mortgages
|
Huang, Hong-Chih;Wang, Chou-Wen;Miao, Yuan-Chi; 王昭文 |
| 國立政治大學 |
2011.1 |
Securitisation of Crossover Risk in Reverse Mortgages
|
黃泓智;王昭文;苗莞琦; Huang, Hong-Chih ; Wang, Chou-Wen ; Miao, Yuan-Chi |
| 國立高雄第一科技大學 |
2011.04 |
Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
|
Tzang, Shyh-Weir;Hung, Chih-Hsing;Wang, Chou-Wen;Shyu, David So-De; 王昭文 |
| 國立高雄第一科技大學 |
2011.03 |
Futures and futures options with basis risk: theoretical and empirical perspectives
|
Wang, Chou-Wen;Wu, Ting-Yi.; 王昭文 |
| 國立政治大學 |
2011.01 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
|
王昭文;黃泓智;劉議謙; Wang, Chou-Wen ; Huang, Hong-Chih ; Liu, I-Chien |
| 國立政治大學 |
2011-10 |
Securitisation of Crossover Risk in Reverse Mortgages
|
Huang,Hong-Chih ;Wang,Chou-Wen ;Miao,Yuan-Chi; 黃泓智;王昭文;苗莞琦 |
| 國立政治大學 |
2011-10 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
|
Wang,Chou-Wen ;Huang,Hong-Chih ;Liu,I-Chien; 王昭文;黃泓智;劉議謙 |
| 國立高雄第一科技大學 |
2010.03 |
Comparisons of Mortality Modelling and Forecasting —Empirical Evidence from Taiwan
|
Wang, Chou-Wen;Liu, Yu-Ling; 王昭文 |
| 國立高雄第一科技大學 |
2009.02 |
The valuation of special purpose vehicles by issuing structured credit-linked notes
|
Chang, Chia-Chien;Wang, Chou-Wen;Liaoc , Szu-Lang; 王昭文 |
| 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 |
| 亞洲大學 |
200812 |
Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective
|
臧仕維;Tzang, Shyh-Weir;王昭文;Wang, Chou-Wen |
| 亞洲大學 |
2008.12 |
Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective
|
王昭文;Wang, Chou-Wen;臧仕維;Tzang, Shyh-Weir;洪志興;Hung, Chih-Hsing;吳錦文;Wu, Jin-Wen |
| 國立高雄第一科技大學 |
2008.10 |
Pricing futures options with basis risk: evidence from S&P 500 futures options
|
Wang, Chou-Wen;Wu, Ting-Yi; 王昭文 |
| 國立高雄第一科技大學 |
2008.05 |
Pricing generalized capped exchange options
|
Wang, Chou-Wen;Liao, Szu-Lang;Wu, Ting-Yi; 王昭文 |
| 國立政治大學 |
2006-01 |
隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略
|
廖四郎;王昭文;吳錦文; Liao, Szu-Lang;Wang, Chou-Wen;Wu, Chin-Wen |
| 國立高雄第一科技大學 |
2005.08 |
Forward-price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks
|
Wang, Chou-Wen;Liao, Szu-Lang |
| 國立政治大學 |
2005-08 |
利率、匯率及價格風險下遠期價格樹狀模型
|
王昭文;廖四郎; Wang, Chou-Wen;Liao, Szu-Lang |
| 國立高雄第一科技大學 |
2003.09 |
The Valuation and Hedging Strategy of High Yield Notes
|
Liao, Szu Lang;Wang, Chou Wen; 王昭文;廖四郎 |
| 國立高雄第一科技大學 |
2003.01 |
The valuation of reset options with multiple strike resets and reset dates
|
LIAO, SZU-LANG;WANG, CHOU-WEN; 王昭文;廖四郎 |
| 國立政治大學 |
2003-09 |
The Valuation and Hedging Strategies of High Yield Notes
|
廖四郎;王昭文; Liao, Szu-Lang ; Wang, Chou-Wen |
