Languages
蕭義龍
Overview
Works: | 1 works in 7 publications in 1 languages |
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Titles
權益證券價格機率模型實證分析 : = 以台灣上市公司為例 = Empirical analysis of equity securities price probability model : Taiwan listed companies as an example /
by:
蕭義龍; Hsiao, Yi-Long; 劉松岩
(Language materials, printed)
卡車專用收費道路的預約選擇權定價 = = Reservation Option Pricing on Truck-Only Toll Lanes /
by:
胡筱薇; 褚志鵬; 蕭義龍; Hu, Hsiao-Wei; Chu, Chin-Peng; Hsiao, Yi-Long
(Language materials, printed)
信用違約風險模型之實證研究 : = 以台灣上市公司全額交割股為例 = An empirical study of credit default risk model : example from full-cash delivery stock of listed companies of Taiwan /
by:
蕭義龍; 葉珈璇; Xiao, Yi-Long
(Language materials, printed)
發行可轉換公司債對標的公司股價異常報酬之影響 = = The effect of issuing convertible bonds on abnormal stock returns /
by:
蕭義龍; Hsiao, Yi-Long; 雷文赫
(Language materials, printed)
可轉換公司債評價 = = The valuation of convertible bond /
by:
陳柏翰; 蕭義龍; Hsiao, Yi-Long
(Language materials, printed)
具閉鎖期之連續重設型員工選擇權評價 = = The Valuation of continuous-type employee stock reset option with vesting time /
by:
蕭義龍; Hsiao, Yi-Long; 楊皓禎
(Language materials, printed)
離散型員工選擇權之評價 = = The Valuation of discrete resetting employee stock option /
by:
蕭義龍; Hsiao, Yi-Long; 吳城佐
(Language materials, printed)
障礙選擇權觸及機率之探討 : = 標的資產以台灣上市上櫃永續價值指數為例 = The Hitting probability of barrier options - The Taiwan sustainability index as an example /
by:
蕭義龍; Hsiao, Yi-Long; 陳怡霈
(Language materials, printed)
Subjects
事件研究法
邊界積分法
boundary integral method
risk control
連續觀察期
PDE
reset option
厚尾現象
首次公開發行
abnormal return
障礙選擇權
下觸及生效障礙買權
離散重設點
discrete resetting point
權益證券價格機率模型
Convertible Bond
異常報酬率
convertible bond
initial public offering
員工股票選擇權
偏微分方程
重設選擇權
格林函數
employee stock option
Green's function
全額交割股
布朗運動
initial condition
Credit default
full-cash delivery stock
對數常態分佈
log-normal distribution
積分表現式
Pricing
integral representation
風險控管
down-and-in call
brownian motion
credit risk
可轉換公司債
event study
barrier options
backtracking integration
Green’s function
信用違約
equity securities price probability model
fat-tailed distribution
評價
回溯積分法
初始條件
員工選擇權
continuous time
信用風險