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無套利市場、完全市場與風險中立機率的唯一存在 (An Arbitrage-Free and Complete Market and the Unique Existence of Risk-Neutral Probabilities)

Liu, Jen-Chang - 2019

English Abstract: The fundamental pricing theory of derivatives is based on the assumptions of arbitrage-free and … with two assets and two states provides an intuitive and concise way to interpret this theory. As a result, English …

Persistent link: https://www.econbiz.de/10012861649

Annual report / The People's Bank of China

Zhongguo-Renmin-Yinhang <Peking> - Beijing - Nachgewiesen 1996 -

Persistent link: https://www.econbiz.de/10000662033

評論衍生性金融商品教科書與闡述資產訂價基本定理 (Reviewing the Textbooks of Derivatives and Demonstrating the Fundamental Theorem of Asset Pricing)

Liu, Jen-Chang - 2019

English Abstract: Risk-neutral valuation is the foundation of modern derivative pricing theory. However, Chinese …

Persistent link: https://www.econbiz.de/10012904937

Causality between stock volatility and macroeconomic volatilities in Taiwan

Chen, Yenpao - 1999

Persistent link: https://www.econbiz.de/10001506368

Economic analysis of price inflation in mainland China

Wang, Tong-eng - 1996

Persistent link: https://www.econbiz.de/10000966117

The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors

Chan, Shih-Ju; Lin, Ching-Chung; Kuo, Wen-Hsiu - In: Journal of Economics and Management 4 (2008) 2, pp. 203-228

The restriction of short-sale prices, which stated that short-sale prices must not be lower than the closing price of the previous trading day, no longer applies to the constituent stocks of the Taiwan Top 50 Index. This study investigates the abnormal returns and volatility changes of those...

Persistent link: https://www.econbiz.de/10008555948

The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis

Chen, Chun-Da; Hung, Fu-Pin; Chen, Dar-Hsin; Lin, Hsin-Ho - In: Journal of Economics and Management 4 (2008) 2, pp. 229-250

The aim of this paper is to re-examine the sequential-financing hypothesis in the context of convertible bond issuances from firms listed on the Taiwan Stock Exchange from 1994 to 2003. The results contend that announcements of convertible debt offerings are, on average, associated with...

Persistent link: https://www.econbiz.de/10008541454