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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Kuo, Cheng-kun
7
Lee, Chih-Wei
4
Lee, Chih-wei
2
Wu, Po-cheng
2
Chen, Keng-wang
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Urrutia, Jorge Luis
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The journal of fixed income
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ECONIS (ZBW)
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1
Combining hazard rates with the CreditGrades model : a hybrid method to value CDS contracts
Lee, Chih-Wei
;
Kuo, Cheng-kun
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011493111
Saved in:
2
Examining the validity of credit ratings assigned to credit derivatives
Lee, Chih-Wei
;
Kuo, Cheng-kun
- In:
Global credit review
5
(
2015
),
pp. 49-58
Persistent link: https://www.econbiz.de/10011403842
Saved in:
3
Evaluation of multi-asset value at risk : evidence from Taiwan
Wu, Po-cheng
;
Kuo, Cheng-kun
;
Lee, Chih-wei
- In:
Global journal of business research : GJBR
6
(
2012
)
4
,
pp. 23-34
Persistent link: https://www.econbiz.de/10009628218
Saved in:
4
Pricing of payment deferred vulnerable options and its application to vulnerable range accrual notes
Wu, Po-cheng
;
Lee, Chih-wei
;
Kuo, Cheng-kun
- In:
The international journal of business and finance …
6
(
2012
)
2
,
pp. 91-100
Persistent link: https://www.econbiz.de/10009389630
Saved in:
5
Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
Saved in:
6
A poisson model with common shocks for CDO valuation
Lee, Chih-Wei
;
Kuo, Cheng-kun
;
Urrutia, Jorge Luis
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 72-81
Persistent link: https://www.econbiz.de/10002682803
Saved in:
7
A risk-return measure of hedging effectiveness : a simplification
Kuo, Cheng-kun
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 39-44
Persistent link: https://www.econbiz.de/10001178123
Saved in:
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