Hsiao-Wei Ho

Shih Chien University

200 University Road

Ney-Nan Tsun

Kaohsiung, 845

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

339

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium

Number of pages: 51 Posted: 18 Oct 2011 Last Revised: 12 Nov 2012
Shih Chien University, National Central University at Taiwan and Zicklin School of Business, Baruch College - The City University of New York
Downloads 198 (159,505)

Abstract:

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inflation-indexed derivatives, inflation risk premium

2.

A Reduced-Form Model for Lease Contract Valuation with Embedded Options

Number of pages: 62 Posted: 21 Oct 2011 Last Revised: 20 Dec 2017
National Central University at Taiwan - Department of Finance, Shih Chien University, National Central University at Taiwan and Zicklin School of Business, Baruch College - The City University of New York
Downloads 141 (213,872)

Abstract:

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Lease Contracts, Embedded Options, Default Risk, Adjustable Rate