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Search Results - 張瑞珍(Jui-Jane Chang)
Search Results - 張瑞珍(Jui-Jane Chang)
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Valuation of Spread and Basket Options
by
Chang, Jui-Jane
,
Huang, Pao-Hsien
,
Lin, Kun-Li
,
Wu, Ting-Pin
Published in
Tai Da Guan Li Lun Cong
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價差選擇權與一籃子選擇權之評價
by
張瑞珍(Jui-Jane Chang)
,
黃保憲(Pao-Hsien Huang)
,
林昆立(Kun-Li Lin)
,
吳庭斌(Ting-Pin Wu)
Published in
臺大管理論叢
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考量違約相關性之信用風險衡量
by
張瑞珍(Jui-Jane Chang)
,
吳庭斌(Ting-Pin Wu)
,
陳素緞(Suduan Chen)
,
張智翔(Chih-Hsiang Chang)
Published in
管理學報
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臺大管理論叢
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Tai Da Guan Li Lun Cong
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管理學報
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Basket Options
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Martingale Pricing Method
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Spread Options
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Tssci
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Business & Economics
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Contagion Effect
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Credit Default Swap
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Default Correlation
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Distribution
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Frailty Factor
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Management
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Monte Carlo Simulation
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Prices
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Scopus
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Subprime Mortgage Crisis
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一籃子選擇權
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信用違約交換
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傳染效果
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價差選擇權
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Abi/Inform Global
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Business Source Ultimate
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