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臺大管理論叢

27

卷第

2

241

Lu, Chia-Yu, and Chiang, Mu-Wei. 2006. The information content of the volatility

index implied by TAIEX index options.

Review of Securities and Futures

Markets

, 17 (4): 1-42. doi: 10.6529/RSFM.2005.17(4).1)

李志宏、李進生與盧陽正,

2000

,新加坡摩根臺指期貨與本國臺指期貨合約稅制、保

證金、漲跌設計及替代性之評估,

證券市場發展季刊

12

1

期:

147-

168

(Lee, Jie-Haun, Lee, Chin-Shen, and Lu, Yang-Cheng. 2000. A comparison

of SIMEX MSCI and TAIFEX index futures: Transaction tax, margin, price-limit

and substitution effect.

Review of Securities and Futures Markets

, 12 (1): 147-

168.)

李志偉、張銘仁、黃憲彰與羅烈明,

2009

,以動態規劃法評價員工股票選擇權,

期貨

與選擇權學刊

2

1

期:

99-116

(Lee, Chih-Wei, Chang, Min-Jen, Huang,

Shian-Chang, and Luo, Lieh-Ming. 2009. Evaluation of employee stock options

using dynamic programming.

Journal of Futures and Options

,

2 (1): 99-116.)

李修全、簡正儀與廖子翔,

2014

,法人交易活動的外溢:現貨及期貨市場的證據,

貨與選擇權學刊

7

1

期:

37-72

(Lee, Hsiu-Chuan, Chien, Cheng-Yi, and

Liao, Tzu-Hsiang. 2014. Spillovers of institutional trading activity: Evidence from

the spot and futures markets.

Journal of Futures and Options

, 7 (1): 37-72.)

李珣琮與施勵行,

2012

,再生能源發展政策之效益評估-結合實質選擇權法與成本

效率曲線,

應用經濟論叢

91

期:

155-196

(Lee, Shun-Chung, and Shih,

Li-Hsing. 2012. The benefit evaluation for renewable energy development policy

using real option analysis and cost efficiency curve.

Taiwan Journal of Applied

Economics

, 91: 155-196.)

李賢源、朱香蕙與許嘉玲,

2006

,利率交換之利差期間結構模型-吻合殖利率曲線與

分析解,

管理與系統

13

4

期:

415-440

(Lee, Shyan-Yuan, Chu, Hsiang-

Hui, and Hsu, Chia-Ling. 2006. Term structure of interest rate swap spreads

Consistent with the market yield curve and analytical solution.

Journal of

Management & Systems

, 13 (4): 415-440.)

杜化宇與邱志忠,

2004

,跳躍過程與網路股的評價-模擬準確性的探討,

臺大管理論

14

2

期:

109-133

doi: 10.6226/NTURM2003.14.2.109 (Tu, Anthony H.,

and Chiou, Jr-Jung. 2004. Jump process and the valuation of internet company

A

study of simulation error.

NTU Management Review

, 14 (2): 109-133. doi:

10.6226/NTURM2003.14.2.109)

杜化宇與劉文謙,

2010

,台指選擇權盤前交易具有資訊內涵嗎?,

證券市場發展季刊

22

3

期:

75-103

doi: 10.6529/RSFM.2010.22(3).3 (Tu, Anthony H., and Liu,