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Showing items 1-16 of 16 (1 Page(s) Totally)
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| 淡江大學 |
2019-05-31 |
Efficient Simulation of Value at Risk with Importance Sampling for GARCH Model
|
Wang, Ren Her |
| 國立交通大學 |
2018-08-21T05:53:24Z |
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
|
Fuh, Cheng-Der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
20170119 |
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
|
Fuh, Cheng-Der;Teng, Huei-Wen;Wang, Ren-Her |
| 淡江大學 |
20150708 |
Efficient Simulation and Approximation of Value at Risk under Jump Diffusion Model-A new method for moderate deviation events
|
Fuh, Cheng-Der;Teng, Huei-Wen;Wang, Ren-Her |
| 淡江大學 |
2013-07 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
2012-07 |
Option Pricing with Markov Switching
|
Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her |
| 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 |
2012-04 |
Integratinig Curriculum and Instruction System Based on Objective Weak Tei Approach
|
Hsu, Chia-Ling; Chang, Hsuan-Pu; Wang, Ren-Her; Su Hsu, Shiu-huang |
| 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 |
2009 |
The Study of Derivatives Pricing and Risk Management under Hidden Markov Model
|
王仁和; Wang, Ren-her |
| 國立臺灣大學 |
2009 |
隱藏式馬可夫模型上關於衍生性資產定價及風險管理之研究
|
王仁和; Wang, Ren-Her |
| 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 |
Showing items 1-16 of 16 (1 Page(s) Totally)
1
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