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"yu shang wu"
Showing items 1-13 of 13 (1 Page(s) Totally)
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| 國立臺灣科技大學 |
2008 |
Prediction of Index Futures Returns and the Analysis of Financial Spillovers: A Comparison between GARCH and the Grey Theorem
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Kung. Ling-Ming;Yu, Shang-Wu |
| 國立臺灣科技大學 |
2001 |
Index Futures Trading and Spot Price Volatility
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
2000 |
Intertemporal Dynamic Interactions between Spot and Futures Stock Markets in Japan
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1999 |
Delivery Options and Hedging Effectiveness
|
Yu, Shang-Wu |
| 國立臺灣科技大學 |
1999 |
Forecasting and Arbitrage of the Nikkei Stock Index Futures: An Application of Backpropagation Networks
|
Yu, Shang-Wu |
| 國立臺灣科技大學 |
1999 |
Approximating the Term Structure of Interest Rates in Japan
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1998 |
A Term Structure Model for Delivery Options Implied in Interest Rate Futures
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1998 |
The Relationship between Forward and Futures Contracts
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1997 |
Valuation of Quality and Timing Options Embedded in Bond Futures: A Survey
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1997 |
Embedded Market Biases in the Bond Futures Delivery System
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1997 |
Term Structure of Interest Rates and Implicit Options: The Case of Japanese Bond Futures
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Yu, Shang-Wu |
| 國立臺灣科技大學 |
1996 |
Quality Options and Hedging in Japanese Government Bond Futures Markets
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Yu, Shang-Wu;M.F. Theobald;P.J. Cadle |
| 國立臺灣科技大學 |
1996 |
On the Value of the Embedded Quality Options: A Numerical Approximation
|
Yu, Shang-Wu |
Showing items 1-13 of 13 (1 Page(s) Totally)
1
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