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顯示 1 到 20 筆資料，總共 20 筆
公開日期
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作者
來源出版物
scopus
WOS
全文
2014
Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium
Hsiao-Wei Ho
; Henry H. Huang; Yildiray Yildirim
2012
Credit Rating Anomaly in Taiwan Stock Market
Kuan-Cheng Ko; Shinn-Juh Lin; Hsiang-Hui Chu; Hsiao-Wei Ho
2012
Credit Rating Anomaly in Taiwan Stock Market
Kuan-Cheng Ko; Shinn-Juh Lin; Hsiang-Hui Chu; Hsiao-Wei Ho
2013
Credit Rating Anomaly in Taiwan Stock Market
Hsiang‐Hui Chu; Kuan‐Cheng Ko; Shinn‐Juh Lin; Hsiao-Wei Ho
0
2017
A General Framework for the Valuation of Loan Guarantee Contracts: Plain Vanilla Option Structures vs. Barrier Option Structures
張傳章; 何瑞鎮; 何曉緯
管理學報
2017
The Impact of Local Low-Cost Entrants on Full Service Carriers in Taiwan
何大任(Darren Ho); 何曉偉(Hsiao-Wei Ho)
2023
Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan
Ho, Hsiao-Wei
; Hsiao, Yu-Jen; Lo, Wen-Chi; Yang, Nien-Tzu
PACIFIC-BASIN FINANCE JOURNAL
2011
Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk
Chuang-Chang Chang; Hsiao-Wei Ho
; Henry H. Huang; Yildiray Yildirim
2011 Taiwan Finance Association Annual Meeting
2013
Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk
Chuang-Chang Chang; Hsiao-Wei Ho
; Henry H. Huang; Yildiray Yildirim
2017
Simultaneous Implication of Credit Risk and Embedded Options in Lease Contracts
Chuang-Chang Chang; Hsiao-Wei Ho
; Henry H. Huang; Yildiray Yildirim
American Real Estate and Urban Economics Association meeting
2013
The Valuation of Employee Reload Options with Stochastic Interest Rates
張傳章; 何曉緯
; 何瑞鎮; 鄭濰昌
Journal of Financial Studies
2011
The Valuation of Employee Reload Options with Stochastic Interest Rates
Chuang-Chang Chang; Hsiao-Wei Ho
; Ruey-Jenn Ho; Wei-Chang Cheng
2011
The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model
Chuang-Chang Chang; Hsiao-Wei Ho
; Tzu-Hsiang Liao; Yaw-Huei Wang
2011 Korea Finance Association and Taiwan Finance Association
2014
Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models
何曉緯
; 廖子翔
2019
The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models
Chuang-Chang Chang; Hsiao-Wei Ho
; Tzu-Hsiang Liao; Yaw-Huei Wang
2019 FeAT Annual Conference
2019
Valuation of Reverse Mortgages Using Stochastic Programming Models
何曉緯
; 劉明郎; 曾郁婷
2013
Valuation of the Inflation Rate Guarantee Embedded in Defined Contribution Pension Plans
Chuang-Chang Chang; Hsiao-Wei Ho
; Henry H. Huang; Ting-Pin Wu
2013 International Conference of Taiwan Finance Association
2002
模糊中位數及其在財金與經濟分析之應用
何曉緯
統計學類
2013
租賃契約與退休計劃之評價研究
何曉緯
2018
青少年金融知識程度對其金融行為的影響
蕭育仁; 李其峰; 何曉緯
