Macquarie University ResearchOnline
List View
Showing items 1 - 7 of 7.
Add to Quick Collection All 7 Results
| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Asset allocation under regime-switching models | Song, Na; Ching, Wai-Ki; Zhu, Dong-Mei; Siu, Tak-Kuen | 2012 | — | 
|
|
| Asset allocation under threshold autoregressive models | Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang | 2012 | — |
|
|
| Optimal submission problem in a limit order book with VaR constraints | Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Yiu, Cedric | 2012 | — |
|
|
| A Real option approach to optimal inventory management of retail products | Huang, Ximin; Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Yiu, Ka-Fai Cedric | 2012 |
|
|
|
| Risk measures and behaviors for bonds under stochastic interest rate models | Song, Na; Siu, Tak Kuen; Alavi Fard, Farzad; Ching, Wai-Ki; Fung, Eric S | 2012 | — |
|
|
| Option valuation under a multivariate Markov chain model | Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Fung, Eric S; Ng, Micheal K | 2010 |
|
|
|
| A Valuation model for perpetual convertible bonds with Markov regime switching models | Song, Na; Jiao, Yue; Ching, Wai-Ki; Siu, Tak-Kuen; Wu, Zhen-Yu | 2009 | — |
|
Author/Creator
- Ching, Wai-Ki (6)
- Siu, Tak-Kuen (5)
- Fung, Eric S (2)
- Siu, Tak Kuen (2)
- Alavi Fard, Farzad (1)
- Ching, Wa-Ki (1)
- Huang, Ximin (1)
- Jiao, Yue (1)
- Ng, Micheal K (1)
Subject Keyword
Resource Type
- journal article (4)
- conference paper (3)
Copyright Macquarie University | Privacy Statement | Accessibility Information
ABN 90 952 801 237 | CRICOS Provider No 00002J