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Multi-factor approach for pricing basket credit linked notes under issuer default risk
Wu, Po-cheng - In: The international journal of business and finance … 5 (2011) 3, pp. 115-128
Persistent link: https://www.econbiz.de/10009897528
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Modeling issuer default risk in basket default swaps : the impact of default correlation
Wu, Po-cheng - In: The journal of risk model validation 6 (2012) 3, pp. 67-82
Persistent link: https://www.econbiz.de/10010048648
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Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
Kao, Lie-Jane; Wu, Po-Cheng; Lee, Cheng-Few - In: International review of economics & finance : IREF 21 (2012) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10009816937
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Pricing of payment deferred vulnerable options and its application to vulnerable range accrual notes
Wu, Po-cheng; Lee, Chih-wei; Kuo, Cheng-kun - In: The international journal of business and finance … 6 (2011) 2, pp. 91-100
Persistent link: https://www.econbiz.de/10009897553
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Why do banks default when asset quality is high?
Kao, Lie-jane; Wu, Po-cheng; Chen, Tai-yuan - In: The international journal of business and finance … 6 (2011) 2, pp. 83-96
Persistent link: https://www.econbiz.de/10009897554
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Evaluation of multi-asset value at risk : evidence from Taiwan
Wu, Po-cheng; Kuo, Cheng-kun; Lee, Chih-wei - In: Global journal of business research : GJBR 6 (2011) 4, pp. 23-34
Persistent link: https://www.econbiz.de/10010029436