Browsing by Author 韓傳祥
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
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2012 | Portfolio Risk Management with Entropy Based Importance Sampling | 李建武; Li, Jian-Wu; 吳慶堂; 韓傳祥; Wu,Ching-Tang; Han,Chuan-Hsiang; 應用數學系數學建模與科學計算碩士班 |
2016 | 以相對熵的重要抽樣法計算投資組合信用風險 | 楊哲宇; 韓傳祥; 李明佳; Yang, Che-Yu; Han, Chuan-Hsiang; Li, Ming-Chia; 應用數學系所 |
2008 | 在因子關聯結構模型下用高效率權重取樣估計聯合違約機率 | 李侃學; Lee, Kan Hsueh; 韓傳祥; 洪慧念; Han, Chuan-Hsiang; Hung, Hui-Nien; 統計學研究所 |