I-Ming Jiang

Faculty of Finance, College of Management, Yuan Ze University

Assistant Professor

No. 135, Far-East Road,

Chung-Li, Taoyuan, 32003

Taiwan

SCHOLARLY PAPERS

3

DOWNLOADS

190

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?

Journal of Futures Markets, Forthcoming
Number of pages: 31 Posted: 28 Aug 2013 Last Revised: 17 Sep 2013
I-Ming Jiang, Jui-Cheng Hung and Chuan-San Wang
Faculty of Finance, College of Management, Yuan Ze University, Chinese Culture University - Department of Banking and Finance and National Taiwan University - The Department and Graduate Institute of Accounting
Downloads 103 (352,408)

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Range-based and return-based estimators, risk management, option pricing, market risk capital requirements

2.

Valuation of Double Trigger Catastrophe Options with Counterparty Risk

Number of pages: 53 Posted: 29 Mar 2012 Last Revised: 29 Aug 2013
National Chung Hsing University - Department of Finance, Faculty of Finance, College of Management, Yuan Ze University, National Cheng Kung University and National Cheng Kung University - Graduate Institute of Finance
Downloads 87 (391,893)

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Catastrophe, Stochastic Interest Rate, Counterparty Risk, Compound Poison

3.

Pricing Vulnerable Options When Debts Have Performance-Sensitivity Provisions

Number of pages: 35 Posted: 07 Jul 2022
I-Ming Jiang and Zhi-yuan Feng
Faculty of Finance, College of Management, Yuan Ze University and National Cheng Kung University
Downloads 0

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Performance-Sensitive Debt, Pricing Vulnerable Options