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    Showing items 171-180 of 466. (47 Page(s) Totally)
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    DateTitleAuthors
    2013-07 Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    1998-05 Pricing fixed income securities with stochastic vclatilities 林蒼祥; Lin, William T.
    2015-07-27 Pricing Relative Guarantees of Equity-Linked Contracts under Stochastic Interest Rates 謝宗佑
    2013-07-06 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    2004-05-26 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study in Taiwan’s Security Market 段昌文; Duan, Chang-wen
    2003-05-30 Realize the realized stock index volatility 黃河泉; Huang, Ho-chuan;
    2008-01-11 Regime Shifts and the Term Structure of Interest Rates 聶建中; Nieh, Chien-chung;
    2002-05 Regime-Switching Analysis for the Impacts of the Exchange Rate Uncertainty on the Taiwan's Corporate Values Nieh, Chien-Chung
    2002-05-25 Regime-switching analysis for the impacts of the exchange rates uncertainty on the Taiwan's corporate values 聶建中; 林正寶
    2002-06-01 Regime-switching analysis for the impacts of the exchange rates uncertainty on the Taiwan's corporate values 聶建中; Nieh, Chien-chung;

    Showing items 171-180 of 466. (47 Page(s) Totally)
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