公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2013 | Forecasting Value at Risk: A Strategy to Minimize Daily Capital Costs | C. K. Kuo ; C. W. Lee; W. Kuo | The 13th FRAP – International research conference on Finance, Risk and Accounting Perspectives, Cambridge University, England. | | | |
2013 | Forecasting Value at Risk: A Strategy to Minimize Daily Capital Costs | Kuo, C. K. ; C. W. Lee; W. Kuo | ACRN Oxford Journal of Finance and Risk Perspective | | | |
2008 | Fundamentals of Corporate Finance | 郭震坤 | | | | |
2007 | Fundamentals of Corporate Finance | 郭震坤 | | | | |
2016 | Fundamentals of Corporate Finance | 郭震坤 | | | | |
2010 | Fundamentals of Corporate Finance | 郭震坤 | | | | |
1988 | Futures Markets: Theory and Practice | Martin, J., S.; Cox, R. MacMinn; C. K. Kuo | The Theory of Finance: Evidence and Applications | | | |
1999 | A Generalized Framework for Valuing Currency Futures Options | Kuo, C. K. | Pan-Pacific Management Review | | | |
2008 | In, Out, or On the Boundary - Exploration of Range Accrual Note Pricing | 吳柏成(Po-Cheng Wu); 郭震坤(Cheng-Kun Kuo) | 期貨與選擇權學刊 | | | |
2010 | Integrated Value at Risk: Computation and Comparison | P. C. Wu; C. K. Kuo ; C. W. Lee | International Conference on Business and Information, Kitakyushu, Japan. | | | |
2007 | Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure | Kuo, C. K. ; C. W. Lee | The Journal of Fixed Income | | | |
2000 | International Diversification and Market Efficiency: Empirical Evidence from Two Global Shocks | Kuo, C. ; A. Malliaris; J. Urrutia | The International Journal of Finance | | | |
1990 | Liquidity for Marking-to-Market | 郭震坤 | 台大管理論叢 | | | |
1995 | Modeling Term Structure with Maximum Smoothness | Kuo, C. K. ; R. C. Shiue | 中國財務學會年會論文集 | | | |
2006 | A Modification to the Copula Approach for Pricing Correlation-Dependent Credit Derivatives | Lee, Chih-Wei; Kuo, Cheng-Kun | 9th Joint Conference on Information Sciences | 0 | 0 | |
2010 | A New Perspective for Comparing VaR Estimation Methods | C. W. Lee; C. K. Kuo ; P. C. Wu | The 59th Annual Meeting of the Midwest Finance Association, U.S.A. | | | |
2004 | A Poisson Model with Common Shocks for CDO Valuation | Lee, C.; C. Kuo ; J. Urrutia | The Journal of Fixed Income | | | |
2005 | The Pricing of Correlation-Dependent Credit Derivatives | C. K. Kuo ; C. W. Lee | 2005年中華機率統計學會學術研討會 | | | |
2009 | Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes | P. C. Wu; C. W. Lee; C. K. Kuo | International Symposium on Finance and Accounting | | | |
2012 | Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes | Wu, P. C.; C. W. Lee; C. K. Kuo | The International
Journal of Business and Finance Research | | | |