المؤلفون: Carolyn W. Chang, Jack S. K. Chang

المصدر: Risks; Volume 5; Issue 3; Pages: 51

مصطلحات موضوعية: mathematical finance, actuarial science, catastrophe arrivals, catastrophe reinsurance, default risk, Monte Carlo simulation

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/risks5030051

الاتاحة: https://doi.org/10.3390/risks5030051

المؤلفون: Min-Teh Yu, Carolyn W. Chang, Jack S. K. Chang

المصدر: North American Actuarial Journal. 26:27-42

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Mathematical optimization, 050208 finance, 010504 meteorology & atmospheric sciences, Computer science, Bond, 05 social sciences, 01 natural sciences, Dual (category theory), Valuation of options, 0502 economics and business, Statistics, Probability and Uncertainty, 0105 earth and related environmental sciences, Landfall

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::136dd3479baf8635e9ef58aad2eb4770
https://doi.org/10.1080/10920277.2020.1824798

المؤلفون: Min-Teh Yu, Carolyn W. Chang, Yang Zhao, Jack S. K. Chang

المصدر: European Financial Management. 26:1414-1448

مصطلحات موضوعية: 040101 forestry, Reinsurance, History, 050208 finance, Actuarial science, Polymers and Plastics, 05 social sciences, Differential (mechanical device), 04 agricultural and veterinary sciences, Space (commercial competition), Industrial and Manufacturing Engineering, Product (business), Interest rate risk, Catastrophe bond, Accounting, 0502 economics and business, Economics, 0401 agriculture, forestry, and fisheries, Business and International Management, Portfolio optimization, General Economics, Econometrics and Finance, Basis risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1b39e4a06b69b1d44a0a53043f512be
https://doi.org/10.1111/eufm.12265

المؤلفون: Carolyn W. Chang, Yalan Feng

المصدر: Asia-Pacific Journal of Risk and Insurance.

مصطلحات موضوعية: 050208 finance, Dependency (UML), Bond, 05 social sciences, Monte Carlo method, General Medicine, Embedded option, Catastrophe bond, Bond valuation, Valuation of options, 0502 economics and business, Econometrics, Economics, 050207 economics, Parametric statistics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::77d2b616772d648ac08dc6a2b065847b
https://doi.org/10.1515/apjri-2020-0017

المؤلفون: Carolyn W. Chang, Edward M.H. Lin, Xiaodan Li, Min-Teh Yu

المصدر: International Review of Economics & Finance. 55:273-284

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Actuarial science, Leverage (finance), business.industry, 05 social sciences, Financial risk management, Interconnectedness, Expected shortfall, 0502 economics and business, Systemic risk, Business, 050207 economics, Insurance industry, Finance, Financial services

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4d98237c0e318eeb59baeb9b06f8bf20
https://doi.org/10.1016/j.iref.2017.07.014

المؤلفون: Carolyn W. Chang, Chien-Ling Lo, Jin-Ping Lee, Min-Teh Yu

المصدر: Pacific-Basin Finance Journal. 68:101314

مصطلحات موضوعية: 040101 forestry, Economics and Econometrics, 050208 finance, Collateral, media_common.quotation_subject, 05 social sciences, 04 agricultural and veterinary sciences, Interest rate, Interest rate risk, Swap (finance), 0502 economics and business, Econometrics, Economics, 0401 agriculture, forestry, and fisheries, Counterparty, Basis risk, Finance, Valuation (finance), media_common, Credit risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8b2f58716e6d61ee537b7f57d822035f
https://doi.org/10.1016/j.pacfin.2020.101314

المؤلفون: Carolyn W. Chang¹ cchang@fullerton.edu, Jack S. K. Chang² jchang@calstatela.edu

المصدر: Journal of Risk Management in Financial Institutions. Autumn-Fall2017, Vol. 10 Issue 4, p341-352. 12p.

مصطلحات موضوعية: Climate change mitigation, Catastrophe bonds, Catastrophe reinsurance, Global Financial Crisis, 2008-2009, Interest rates, Government policy, Finance

مصطلحات جغرافية: United States

المؤلفون: Carolyn W. Chang, Min-Teh Yu, Yu-Jen Wang

المصدر: The North American Journal of Economics and Finance. 54:100906

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, 05 social sciences, Sample (statistics), Price discovery, Catastrophe bond, North Atlantic oscillation, 0502 economics and business, Atlantic multidecadal oscillation, Economics, Predictive power, Econometrics, 050207 economics, Akaike information criterion, Capital market, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9614e43d4ebb3cf54711edac77fcd69e
https://doi.org/10.1016/j.najef.2019.01.003

المؤلفون: Carolyn W. Chang, Jack S. K. Chang, Min Shi

المصدر: Journal of the Operational Research Society. 66:405-420

مصطلحات موضوعية: Marketing, Inventory control, Market based, 050208 finance, 021103 operations research, Strategy and Management, Inventory investment, 05 social sciences, Jump diffusion, 0211 other engineering and technologies, 02 engineering and technology, Management Science and Operations Research, Newsvendor model, Management Information Systems, Economy, 0502 economics and business, Economics, Martingale (probability theory), Valuation (finance)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::eb4709a953c77614af7a6ce598e6296a
https://doi.org/10.1057/jors.2014.4

المؤلفون: Carolyn W. Chang, Tien Foo Sing, Kian Guan Lim

المصدر: 25th Annual European Real Estate Society Conference.

مصطلحات موضوعية: Leverage (finance), Capital structure, Real estate investment trust, Dividend payout ratio, Dividend, Real estate, Debt ratio, Business, Monetary economics, Liquidation value

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f0fd2f541f70e4bb5c562e93ccfdaaaa
https://doi.org/10.15396/eres2018_71

المؤلفون: Min-Teh Yu, Bing-Huei Lin, Carolyn W. Chang

المصدر: International Review of Economics & Finance. 55:324-325

مصطلحات موضوعية: Finance, Economics and Econometrics, Alternative trading system, 050208 finance, business.industry, 05 social sciences, Financial system, computer.software_genre, Electronic trading, Open outcry, Stock exchange, Order (exchange), 0502 economics and business, Market data, Stock market, 050207 economics, Algorithmic trading, business, computer

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e1cb71f786b98a75b2563e6ba7c7530d
https://doi.org/10.1016/j.iref.2017.07.010

المؤلفون: Carolyn W. Chang, Jack S. K. Chang, Min-Ming Wen

المصدر: Journal of Risk and Insurance. 81:199-217

مصطلحات موضوعية: Reinsurance, Economics and Econometrics, Catastrophe bond, Actuarial science, Accounting, Incomplete markets, Risk premium, Economics, Portfolio, Hedge (finance), Futures contract, Finance, Variable cost

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f863c3fb2793e0e532b84762870dd552
https://doi.org/10.1111/j.1539-6975.2012.01492.x

المؤلفون: Jack S. K. Chang, Carolyn W. Chang, WeLi Lu

المصدر: Journal of Banking & Finance. 34:24-32

مصطلحات موضوعية: Reinsurance, Economics and Econometrics, Index (economics), Valuation of options, Shadow price, Multiple time dimensions, Econometrics, Economics, Asian option, Trinomial tree, Finance, Martingale pricing

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d4aa0c2df1589172be61d548cc1fd595
https://doi.org/10.1016/j.jbankfin.2009.06.019

المؤلفون: Jack S. K. Chang, Carolyn W. Chang, WeiLi Lu

المصدر: Insurance: Mathematics and Economics. 43:422-430

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Index (economics), Valuation of options, Shadow price, Economics, Asian option, Binomial options pricing model, Trinomial tree, Statistics, Probability and Uncertainty, Martingale (betting system), Mathematical economics, Futures contract

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::3e30089e1a0c0bdc09909f7b6806e9c1
https://doi.org/10.1016/j.insmatheco.2008.08.003

المؤلفون: Carolyn W. Chang, Jack S. K. Chang, Yisong Sam Tian

المصدر: Journal of Financial Research. 29:559-573

مصطلحات موضوعية: Computer Science::Computer Science and Game Theory, Trinomial tree, Implied volatility, Microeconomics, Accounting, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, Arbitrage pricing theory, Economics, Econometrics, Forward price, Volatility smile, Binomial options pricing model, Finite difference methods for option pricing, Rational pricing, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8b9b260fa6d3eea73be42f8b2832facc
https://doi.org/10.1111/j.1475-6803.2006.00194.x

المؤلفون: Carolyn W. Chang, Jack S. K. Chang

المصدر: Review of Pacific Basin Financial Markets and Policies. :501-523

مصطلحات موضوعية: Economics and Econometrics, Small number, Trinomial tree, Binomial theorem, jel:G1, jel:G2, jel:G3, Economics, Bernoulli trial, Finite difference methods for option pricing, Binomial options pricing model, G13 [Doubly-binomial tree, random information arrival, subordinated process, catastrophe insurance derivatives, information-time option pricing, JEL Classification], Mathematical economics, Futures contract, Finance, Randomness

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22aceec2c8d5213ca9b853d8f004cfd0
https://doi.org/10.1142/s0219091505000439

المؤلفون: Jack S. K. Chang, Carolyn W. Chang

المصدر: Journal of Futures Markets. 23:1209-1237

مصطلحات موضوعية: Transaction cost, Economics and Econometrics, General Business, Management and Accounting, Supply and demand, Microeconomics, Accounting, Economics, Jump, Production (economics), Capital asset pricing model, Hedge (finance), Futures contract, Basis risk, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::7f9efcfc89ff4b477bb53a90e9760ca4
https://doi.org/10.1002/fut.10106

المؤلفون: Jack S. K. Chang, Carolyn W. Chang

المصدر: Accounting and Finance Research. 6:190

مصطلحات موضوعية: Matching (statistics), Stylized fact, 050208 finance, Financial economics, 05 social sciences, Sample (statistics), General Medicine, Valuation of options, 0502 economics and business, Economics, Econometrics, Binomial options pricing model, Asset (economics), 050207 economics, Constant (mathematics), Futures contract

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::856ff27af23fefe47037d81fde03b5b1
https://doi.org/10.5430/afr.v6n2p190

المؤلفون: Carolyn W. Chang, Lim Kian Guan, Wang Shiyun

المصدر: Journal of International Financial Markets, Institutions and Money. 9:247-265

مصطلحات موضوعية: Stock trading, Economics and Econometrics, Empirical research, Markov chain, Derivative (finance), Financial economics, Economics, Volatility (finance), Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::da7a46ac20f19316fdc487f7c7b98a2d
https://doi.org/10.1016/s1042-4431(99)00010-4

المؤلفون: Jack S. K. Chang, Carolyn W. Chang, Kian Guan Lim

المصدر: Journal of Financial Economics. 48:211-242

مصطلحات موضوعية: Economics and Econometrics, Stochastic volatility, Financial economics, Strategy and Management, Implied volatility, SABR volatility model, Valuation of options, Accounting, Economics, Econometrics, Volatility smile, Finite difference methods for option pricing, Volatility (finance), Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::95ecef051eca565b047a0c7cf11b8121
https://doi.org/10.1016/s0304-405x(98)00009-9