研究成果

第 1 到 96 筆結果，共 96 筆。

公開日期標題作者來源出版物scopusWOS全文
12016Fundamentals of Corporate Finance郭震坤 
22016Corporate Finance郭震坤 
32015Combining hazard rates with the CreditGrades model: A hybrid method to value CDS contractsLee, Chih-Wei; Kuo, Cheng-Kun; CHENG-KUN KUO International Journal of Financial Engineering00
42015Examining the Validity of Credit Ratings Assigned to Credit DerivativesLee, C. W.; C. K. Kuo Global Credit Review
52013Forecasting Value at Risk: A Strategy to Minimize Daily Capital CostsKuo, C. K. ; C. W. Lee; W. KuoACRN Oxford Journal of Finance and Risk Perspective
62013Corporate Finance郭震坤 
72013Forecasting Value at Risk: A Strategy to Minimize Daily Capital CostsC. K. Kuo ; C. W. Lee; W. KuoThe 13th FRAP – International research conference on Finance, Risk and Accounting Perspectives, Cambridge University, England.
82012使資金成本達到最低的VaR預估策略郭震坤 
92012Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual NotesWu, P. C.; C. W. Lee; C. K. Kuo The International Journal of Business and Finance Research
102012Evaluation of Multi-Asset Value at Risk: Evidence from TaiwanWu, P. C.; C. K. Kuo ; C. W. LeeGlobal Journal of Business Research
112012Testing for Chaos and Nonlinearity in Taiwan Futures ReturnsKuo, C. K. ; C. W. Lee; Y. G. LuInternational Journal of Intelligent Technologies and Applied Statistics
122012Examining the Validity of Credit Ratings Assigned to Credit DerivativesC. W. Lee; C. K. Kuo The 16th World Multiconference on Systemics, Cybernetics and Informatics (WMSCI 2012), Orlando, USA
132011Risk Transmitting Analysis of CDO SquaredP. C. Wu; Y. C. Lee; C. K. Kuo International Conference on Business and Information, Bangkok, Thailand.
142011檢視信用衍生性商品信用評等之合理性郭震坤 
152010財務管理郭震坤 
162010Fundamentals of Corporate Finance郭震坤 
172010A New Perspective for Comparing VaR Estimation MethodsC. W. Lee; C. K. Kuo ; P. C. WuThe 59th Annual Meeting of the Midwest Finance Association, U.S.A.
182010Integrated Value at Risk: Computation and ComparisonP. C. Wu; C. K. Kuo ; C. W. LeeInternational Conference on Business and Information, Kitakyushu, Japan.
192010Volatility and Sluggishness across SGX MSCI Taiwan Index Futures and Cash MarketsLu, Y. G.; C. K. Kuo International Journal of Intelligent Technologies and Applied Statistics
202010最佳整合性風險值計算方法之研究郭震坤 
212009Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual NotesP. C. Wu; C. W. Lee; C. K. Kuo International Symposium on Finance and Accounting
222009考量發行機構違約風險之連動債評價郭震坤 
232008信用衍生性商品之定價—一個改進的Copula模式郭震坤 
242008In, 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
252008Fundamentals of Corporate Finance郭震坤 
262008考量Frailty Factors之Credit Default Swap定價郭震坤 
272007Fundamentals of Corporate Finance郭震坤 
282007The Chaos Phenomena in an Anticipated MarketC. W. Lee; C. K. Kuo The 7th International Conference on Computational Intelligence in Economics and Finance, part of the 10th Joint International Conference on Information Sciences
292007Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation StructureKuo, C. K. ; C. W. LeeThe Journal of Fixed Income
302007信用衍生性商品之定價－一個改進的Copula模式郭震坤 
312006倒帳相關性估計－一個簡化模式郭震坤 
322006A Modification to the Copula Approach for Pricing Correlation-Dependent Credit DerivativesLee, Chih-Wei; Kuo, Cheng-Kun 9th Joint Conference on Information Sciences00
332006Estimating Extreme Correlation for the EVT-Type VaR-A Copula Approach李志偉(Chih-Wei Lee); 郭震坤(Cheng-Kun Kuo) 證券市場發展季刊00
342005The Pricing of Correlation-Dependent Credit DerivativesC. K. Kuo ; C. W. Lee2005年中華機率統計學會學術研討會
352004A Poisson Model with Common Shocks for CDO ValuationLee, C.; C. Kuo ; J. UrrutiaThe Journal of Fixed Income
362004Value at Risk: Computation for Fixed-Income PortfoliosC. K. Kuo ; C. W. Lee2004年台灣財務學術研討會
372003從第一金GDR風波中，企業學到了什麼？郭震坤 管理雜誌
382003台股指數期貨市埸非線性與混沌現象之測試郭震坤 
392002財務數學(上)陳宏 ; 郭震坤 Mathmedia
402002台灣發展商品期貨之可行性雷立芬; 郭震坤 台灣期貨交易所研究報告
412002銀行債券組合VaR的統計分配與波動性郭震坤 
422002財務數學(下)陳宏 ; 郭震坤 Mathmedia
432002VaR 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 00
442001民營化之後電訊業的發展：財務決策郭震坤 ; 林修葳 財團法人台灣大哥大基金會研究計畫
452001VaR 風險管理系統的延伸－夏普法則的應用郭震坤 
462000International Diversification and Market Efficiency: Empirical Evidence from Two Global ShocksKuo, C. ; A. Malliaris; J. UrrutiaThe International Journal of Finance
472000VAR 風險管理系統的壓力測試郭震坤 
482000VaR風險管理系統的壓力測試郭震坤 
491999提昇管理學界創新性學術研究風氣郭震坤 楓城研發報導
501999金融服務業國際競爭策略分析架構郭震坤 產業管理學報
511999風險管理：VAR系統設計與參數估計郭震坤 
521999風險管理：VaR系統設計與參數估計郭震坤 
531999A Generalized Framework for Valuing Currency Futures OptionsKuo, C. K. Pan-Pacific Management Review
541998外匯期貨選擇權之評價郭震坤 
551998外匯期貨選擇權之評價郭震坤 
561998CME，SIMEX與TAIMEX在台股指數期貨市場之互動郭震坤 
571998投資銀行業務管理政策之考量郭震坤 證券金融季刊
581998CME，SIMEX與TAIMEX在台股指數期貨市場之互動郭震坤 ; 巫和懋亞太地區金融市場之比較、互動與整合學術研討會論文集
591998亞太地區金融市場之比較、互動與整合─CME, SIMEX 與TIMEX 在台股指數期貨市場之互動郭震坤 
601997商業銀行投資銀行業務之管理政策郭震坤 台北金融研究發展基金會”投資銀行管理政策及法規研討會”(1997.09) 
611997動態利率模式應用研究郭震坤 
621997動態利率模式應用研究郭震坤 
631997Building an International Investment Banking Industry in Taiwan: A Feasibility StudyKuo, C. K. ; H. HuangPan-Pacific Management Review
641997利率衍生性商品評價的複雜性郭震坤 中國統計通訊
651997動態利率模式應用研究郭震坤 
661996我國建立國際性投資銀行業競爭力研究郭震坤 
671996我國企業國際化之研究─我國建立國際性投資銀行業競爭力研究郭震坤 
681995Modeling Term Structure with Maximum SmoothnessKuo, C. K. ; R. C. Shiue中國財務學會年會論文集
691995A risk-return measure of hedging effectiveness: A simplificationKeng-Wang Chen; CHENG-KUN KUO Journal of Futures Markets96
701995台灣地區利率期貨契約設計之研究郭震坤 
711995利率期限結構模式之建立-樣條函數之應用郭震坤 
721995外匯選擇權之評價郭震坤 中華機率統計學會1998年年會論文集 
731995利率期間結構模式之建立～樣條函數之應用郭震坤 
741995建立台灣地區期貨與選擇權市場之研究─台灣地區利率期貨契約設計之研究郭震坤 
751995Duration and Convexity Gaps: Definition and Hedging郭震坤 臺大管理論叢
761994Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert System Advisor, CommentaryKuo, C. K. The Review of Futures Markets
771993技術分析短線操作獲利性研究郭震坤 台灣股市投資行為與績效(證券市場之結構、行為與績效研討會) 
781993The Valuation of Futures-Style OptionsKuo, C. K. The Review of Futures Markets
791992技術分析短線操作獲利性研究郭震坤 
801991動態利率模式應用研究郭震坤 
811991我國進出口商對外匯風險規避之需求郭震坤 金融研訓報導
821991The Valuation of Futures-Style OptionsC. K. Kuo Chicago Board of Trade Second Annual Asia-Pacific Futures Research Symposium, Singapore
831991彰濱工業區開發之研究(經濟/行銷/財務/控制)郭震坤 ; 王泰昌 ; 杜榮瑞 ; 李存修 ; 翁景民; 邱靖博
841991The Anti-Diversification Loomed in the Stochastic Models of the Term Structure of Interest Rates郭震坤 台大社會科學論叢
851991Barriers to International Investment, Exchange Rate Risk and World CAPMKuo, Cheng-Kun 台灣大學管理論叢 
861991台糖公司土地資源規劃研究郭震坤 台糖公司委託研究報告
871991The Valuation of Future-Style OptionsKuo, Cheng-Kun Chicago Board of Trade Second Annual Asia-Pacific Futures Research Symposium 
881991銀行國際化與新業務開發郭震坤 財政部金融局委託研究報告
891991彰濱工業區開發之研究郭震坤 經濟部工業局委託研究報告
901991銀行國際化之利得與風險郭震坤 臺灣企業國際化學術研討會論文集 
911990重新定位「國際貿易學系」郭震坤 商業周刊
921990The Economic Implications of Marking-to-Market郭震坤 台大社會科學論叢
931990Liquidity for Marking-to-Market郭震坤 台大管理論叢
941988Futures Markets: Theory and PracticeMartin, J., S.; Cox, R. MacMinn; C. K. Kuo The Theory of Finance: Evidence and Applications
951988Qualifying Futures Traders - A Scientific ApproachKuo, Cheng-Kun Financial Management Association Annual Meeting 
961987Underwriting Traders of Financial FuturesCox, S.; C. K. Kuo Advances in the Statistical Sciences