演講人

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演講題目

張森林教授

台大財金系

96/10/12

Static Hedging and Pricing American Options under General Processes

聶建中教授

淡江財金系

96/11/23

Asymmetric Causal Relationships among Stock Indices of Japan and Taiwan and Exchange Rate

鍾惠民教授

交大財金系

96/11/30

The information contents of implied volatility, HAR and MIDAS volatility models: Evidence from range-based realized volatility

Carl R. Chen

Professor of Department of Economics & Finance,
University of Dayton

96/12/06

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model

Carl R. Chen

Professor of Department of Economics & Finance,
University of Dayton

96/12/07

Stock Market Mispricing: Inflation Illusion or Resale Option?