Search Results - 葉仕國

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  1. 1
    以SABR-LMM模型進行利率衍生性金融商品評價之探討

    以SABR-LMM模型進行利率衍生性金融商品評價之探討 by 葉仕國(Shih-Kuo Yeh), 游承翰(Cheng-Han Yu)

    Published in 臺大管理論叢
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  2. 2
    透過信用違約交換報價與公司債殖利率萃取流動性風險因子之探討

    透過信用違約交換報價與公司債殖利率萃取流動性風險因子之探討 by 葉宗穎(Chung-Ying Yeh), 陳仁遶(Ren-Raw Chen), 林丙輝(Bing-Huei Lin), 葉仕國(Shih-Kuo Yeh)

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  3. 3
    台灣衍生性金融商品市場實證與運用研究文獻回顧與展望

    台灣衍生性金融商品市場實證與運用研究文獻回顧與展望 by 林丙輝(Bing-Huei Lin), 張森林(San-Lin Chung), 葉仕國(Shih-Kuo Yeh)

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    台灣衍生性金融商品定價、避險與套利文獻回顧與展望

    台灣衍生性金融商品定價、避險與套利文獻回顧與展望 by 林丙輝(Bing-Huei Lin), 張森林(San-Lin Chung), 葉仕國(Shih-Kuo Yeh)

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  5. 5
    Extracting Liquidity Risk Factors by Credit Default Swap Quotation and Corporate Bond Yield: An Experimental Investigation

    Extracting Liquidity Risk Factors by Credit Default Swap Quotation and Corporate Bond Yield: An Experimental Investigation by Chung-Ying Yeh, Ren-Raw, Chen, Lin, Bing-Huei, Shih-Kuo Yeh, 葉宗穎, 陳仁遶, 林丙輝, 葉仕國

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  6. 6
    以SABR-LMM模型進行利率衍生性金融商品評價之探討

    以SABR-LMM模型進行利率衍生性金融商品評價之探討 by 葉仕國(Shih-Kuo Yeh), 游承翰(Cheng-Han Yu)

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  7. 7
    Pricing Interest Rate Derivatives with SABR-LMM Models

    Pricing Interest Rate Derivatives with SABR-LMM Models by Shih-Kuo Yeh, Cheng-Han, Yu, 葉仕國, 游承翰

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  8. 8
    Review and Prospects of Taiwan Derivatives Research: Pricing, Hedging, and Arbitrage

    Review and Prospects of Taiwan Derivatives Research: Pricing, Hedging, and Arbitrage by Lin, Bing-Huei, San-Lin, Chung, Shih-Kuo Yeh, 林丙輝, 張森林, 葉仕國

    Published in NTU Management Review
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  9. 9
    Review and Prospects of Taiwan Derivatives Research: Empirical Studies and Applications

    Review and Prospects of Taiwan Derivatives Research: Empirical Studies and Applications by Lin, Bing-Huei, San-Lin, Chung, Shih-Kuo Yeh, 林丙輝, 張森林, 葉仕國

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