Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Shu Ling Chiang"'
Autor:
Shu Ling Chiang, Ming Shann Tsai
Publikováno v:
International Review of Economics & Finance. 86:425-439
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a356148bbc15a6d142b904ab18e2b02
https://doi.org/10.1016/j.iref.2023.03.007
https://doi.org/10.1016/j.iref.2023.03.007
Publikováno v:
International Journal of Healthcare Management. 16:93-103
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1ee7f53ae5f3329753e915f54b61416
https://doi.org/10.1080/20479700.2022.2076043
https://doi.org/10.1080/20479700.2022.2076043
Publikováno v:
The Journal of Real Estate Finance and Economics. 63:565-597
Determining an optimal principal limit factor (PLF) is important for a reverse mortgage (RM) contract because it mainly influences the development of the RM market. The goal of this study was to develop a model for calculating the optimal PLF values
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d06ba9c348b03239a2c5012ccba55947
https://doi.org/10.1007/s11146-020-09786-1
https://doi.org/10.1007/s11146-020-09786-1
Autor:
Shu Ling Chiang, Ming Shann Tsai
Publikováno v:
The Quarterly Review of Economics and Finance. 76:345-356
Our proposed model allows for inclusion of the interest rate spread (defined as the difference between the lending rate and the borrowing rate) and the risk of a bank’s early bankruptcy in the derivation of a closed-form pricing formula for calcula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d6b8713a572f0f49dfa968a6183973e
https://doi.org/10.1016/j.qref.2019.09.008
https://doi.org/10.1016/j.qref.2019.09.008
The Valuation of Deposit Insurance Premiums Based on a Specific Bank’s Official Default Probability.
Autor:
Shu Ling Chiang1, Ming Shann Tsai2
Publikováno v:
Multinational Finance Journal. Sep-Dec2019, Vol. 23 Issue 3/4, p141-167. 27p.
Autor:
Shu Ling Chiang, Ming Shann Tsai
Publikováno v:
The Journal of Real Estate Finance and Economics. 61:288-312
Reverse mortgage (RM) borrowers may get benefit from terminating the contract by selling their house early. For analyzing the termination rate, the authors investigate the rules that govern an elder’s decision to sell a house early. The decision is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf40e7254a09210469bf1c5079824a8c
https://doi.org/10.1007/s11146-019-09725-9
https://doi.org/10.1007/s11146-019-09725-9
Publikováno v:
Real Estate Economics. 49:361-394
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0c961df7e53420da2a5df8fd11d6389
https://doi.org/10.1111/1540-6229.12286
https://doi.org/10.1111/1540-6229.12286
Autor:
Ming Shann Tsai, Shu Ling Chiang
Publikováno v:
Review of Derivatives Research. 22:419-447
This paper provides a general valuation model to fairly price a European option using parametric and non-parametric methods. In particular, we show how to use the historical simulation (HS) method, a well-known non-parametric statistical method appli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57e4082f6fc5b1bb8617c7987cc61f97
https://doi.org/10.1007/s11147-018-09153-6
https://doi.org/10.1007/s11147-018-09153-6
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 45:156-170
This paper presents models that help lenders to calculate the foreclosure lag and its expected capital opportunity cost. The empirical results show the foreclosure lag fits well with the exponential distribution after linear transformation. The value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6a7b362b05c33e4671a2f2e4619eabb
https://doi.org/10.1016/j.intfin.2016.07.006
https://doi.org/10.1016/j.intfin.2016.07.006
Autor:
Ming Shann Tsai, Shu Ling Chiang
Publikováno v:
International Review of Finance. 16:421-444
This paper constructed a pricing model for the asset with multi-risks by specifying the risky factors (i.e., interest rate and termination hazard rates) to follow gamma distributions. The model not only avoids the possibility of the termination hazar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34135599115a641d808682b230e91f1d
https://doi.org/10.1111/irfi.12088
https://doi.org/10.1111/irfi.12088