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    "Fuh, Cheng-der"的相關文件 

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    類別 日期 題名 作者 檔案
    2009-03-22 An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risk 王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der
    [財務金融學系暨研究所] 會議論文 2017-05-06 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
    [財務金融學系暨研究所] 會議論文 2013-07 Efficient Importance Sampling for Rare Event Simulation with Applications Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her
    [財務金融學系暨研究所] 會議論文 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
    [財務金融學系暨研究所] 會議論文 2011-12 Efficient Importance Sampling for Rare Event Simulation with Applications Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her
    [財務金融學系暨研究所] 期刊論文 2012-07 Option Pricing with Markov Switching Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her; 王仁和
    [財務金融學系暨研究所] 期刊論文 2011-11 Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her; Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her
    [財務金融學系暨研究所] 期刊論文 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; Wang, Ren-Her
    [財務金融學系暨研究所] 期刊論文 2010-06 On-line VWAP Trading Strategies 王仁和; Wang, Ren-her; Fuh, Cheng-der; Teng, H. W.
    [財務金融學系暨研究所] 期刊論文 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

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