Risk Management Society of Taiwan
                           3F, No.181, Sec.3, Minquan East Rd., Taipei.
                           Taiwan, R.O.C.
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Journal of Risk Management, Volume 5, Number 2, July-2003

     主編的話 (Editor's Note)

 

俞海琴(Hai-Chin Yu)

1.以無母數核迴歸尋找風險中立機率分配與隱含波幅曲面之一致性  
The Consistency between the Risk-Neutral Distribution and the Implied Volatility Surface Based on the Approach of the Nonparametric Kernel Regression

林月能* (Yueh-Neng Lin)
吳勝景** (Sheng-Ching Wu)
張育源***(Yu-Yuan Chang）

[Abstract]    [Fulltext]

2.股價波動性之影響因素
Determinants of the Volatility of Stock Prices

詹世煌* (Shih-Huang Chan)
許溪南**(Hsinan Hsu)
謝宗祐***(Tzung-Yuan Hsieh)

[Abstract]    [Fulltext]

3.「風險值的風險」之探討－以台灣加權股價指數和新台幣對美元匯率為例
Estimation of the Risk in Value at Risk－The Cases of Taiwan Weighted Stock Index and TWD/USD Exchange Rate   

張揖平* (Yi-Ping Chang)
洪明欽** (Ming-Chin Hung)
吳一芳*** (Yi-Fang Wu)

[Abstract]    [Fulltext]

4.以動態財務分析做為產險業的早期預警系統
Using DFA as Early Warning System for Property-Liability Insurance Industry

許文彥* (Wenyan Shiu)
羅依雯** (Yiwen Lo)

[Abstract]    [Fulltext]

5.台灣巨災超額再保險契約與評價
Pricing Excess-of-Loss Catastrophe Reinsurance Contract: the Case in Taiwan 

林文昌* (Wen-Chang Lin)
賴怡洵** (Yi-Hsun Lai)

[Abstract]    [Fulltext]

6.企業研發投資與淨值市價比現象  
R&D Investment and Book-to-Market Ratio Phenomenon 

劉正田* (Jenten Liu)

[Abstract]    [Fulltext]

 

 

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