Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
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 | | | |
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 | | | |
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 | | | |
1988 | Qualifying Futures Traders - A Scientific Approach | Kuo, Cheng-Kun | Financial Management Association Annual Meeting | | | |
2011 | Risk Transmitting Analysis of CDO Squared | P. C. Wu; Y. C. Lee; C. K. Kuo | International Conference on Business and Information, Bangkok, Thailand. | | | |
1995 | A risk-return measure of hedging effectiveness: A simplification | Keng-Wang Chen; CHENG-KUN KUO | Journal of Futures Markets | | | |
1994 | Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert System Advisor, Commentary | Kuo, C. K. | The Review of Futures Markets | | | |
2012 | Testing for Chaos and Nonlinearity in Taiwan Futures Returns | Kuo, C. K. ; C. W. Lee; Y. G. Lu | International Journal of Intelligent Technologies and Applied Statistics | | | |
1987 | Underwriting Traders of Financial Futures | Cox, S.; C. K. Kuo | Advances in the Statistical Sciences | | | |
1991 | The Valuation of Future-Style Options | Kuo, Cheng-Kun | Chicago Board of Trade Second Annual Asia-Pacific Futures Research Symposium | | | |
1991 | The Valuation of Futures-Style Options | C. K. Kuo | Chicago Board of
Trade Second Annual Asia-Pacific Futures Research Symposium, Singapore | | | |
1993 | The Valuation of Futures-Style Options | Kuo, C. K. | The Review of Futures Markets | | | |
2004 | Value at Risk: Computation for Fixed-Income Portfolios | C. K. Kuo ; C. W. Lee | 2004年台灣財務學術研討會 | | | |
2002 | VaR Stress Testing for Two-Stage Transmission Stress Events | 李志偉(Chih-Wei Lee); 陳宏(Hung Chen); 郭震坤(Cheng-Kun Kuo) | Taiwan Academy of Management Journal | 0 | 0 | |
2000 | VAR 風險管理系統的壓力測試 | 郭震坤 | | | | |