2016 |
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2016 |
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2016 |
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2016 |
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2015 |
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2015 |
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2015 |
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2015 |
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2015 |
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2014 |
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2014 |
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2013 |
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2013 |
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加入Levy過程投資組合風險值之衡量 |
2013金融創新與企業發展學術研討會 |
2013 |
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Pair Trading: Performance of Markov Regime-Switching Model with Mean Reversion-Evidence in S&P 500 Stock Market |
2013金融創新與企業發展學術研討會 |
2013 |
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Empirical Study of Riskiness Index-Evidence in International Stock Markets |
2013財金會計暨商管決策研討會 |
2013 |
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考量投資人情緒指標之動態避險策略-以台指選擇權為例 |
2013南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會 |
2013 |
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納入情緒指標的波動度預測及波動度交易應用-主成分分析 |
2013南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會 |
2012 |
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Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects |
2012臺灣風險與保險國際學術研討會 |
2012 |
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Pricing of PreSale Contracts with Macroeconomic Factors and Stochastic Basis Risk |
2012 AsRES-AREUEA Conference |
2012 |
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An Empirical Examination of Jump Risk and Continuous Risk in U.S. REITs Market |
The Global Chinese Real Estate Congress |
2011 |
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Jump Risk is Systematic or Nonsystematic? An Empirical Examination in REITs Market |
2011 AsRES Conference |
2011 |
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匯率與利率市場的系統風險及跳躍風險 |
2011臺灣財務金融學會年會 |
2011 |
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The Systematic Risk and Jump Risk of Exchange Rate and Interest Rate Markets |
2011年財務工程與保險精算研討會 |
2010 |
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The valuation of Catastrophe-Linked Products with the Counterparty Default Risk, Basis Risk, and Moral Hazard risk |
金融危機後全球經濟與金融市場之新趨勢研討會 |
2010 |
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The Valuation of Mortgage Insurance Contracts with Asymmetric Double Exponential Jumps and Counterparty Default Risk |
2010財金會計暨商管決策研討會 |
2009 |
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Valuing Mortgage Insurance Contracts with Counterparty Risk and Capital Forbearance |
2009 CTFA Annual Conference |
2008 |
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Estimation of Housing Price Jump Risks and Impact on the Valuation of Mortgage Insurance Contracts |
Annual Conference of Taiwan Finance Association |
2008 |
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Does the Housing Price Have Jump Risks ? Modeling, Empirical Performance, and Valuation of Mortgage Insurance Contracts |
The 6th NTU International Conference on Economics, Finance and Accounting |
2007 |
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The Pricing of Securitization of Life Insurance Under Mortality Dependence |
Fifteenth Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management |
2007 |
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The Pricing of Securitization of Life Insurance Under Mortality Dependence |
Annual Conference of the Asia-Pacific Risk and Insurance Association |
2007 |
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Catastrophe Equity Put in Markov Jump Diffusion Model |
Annual Conference of American Risk and Insurance Association |
2007 |
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Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models |
Annual Conference of American Risk and Insurance Association |