東海大學財務金融系--專任師資-郭一棟 教授

郭一棟 教授

office Hour : (四) 4:00-6:00 PM辦公室電話: 04-23590121轉35806 e-mail : idkuo@thu.edu.tw 最高學歷 : 英國曼徹斯特大學 財金博士 類別 : 專任師資

基本資料

經歷 :

東海大學管理學院財務金融學系副教授 
東海大學管理學院財務金融學系助理教授


研究專長: 衍生性金融商品、財務專題、期貨及選擇權
授課領域: 財務專題、衍生性金融商品、期貨與選擇權、財經英文、英文與國際化、金融風險管理、倫理價值與社會責任

期刊論文一覽

2015
Yi-Hsuan Chen , I-Doun Kuo*,Survey sentiment and Interest Rate Option smile(Accept),International Review of Economics and Finance, (其他)
2014
Cathy Yi-Hsuan Chen* , I-Doun Kuo , Thomas, C. Chiang,What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem,Journal of International Financial Markets, Institutions and Money,30,pp172-190 (其他)
2013
C. Y. H. Chen , ,Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets,Review of Quantitative, Finance, and Accounting,43,2,pp367-391 (其他)
2013
I-Doun Kuo. , C. C., Chen,Net Buying Pressure, Volatility Smile, Trading Opportunities in Euribor Options, and Implication of Market Efficiency,Review of Futures Markets,21,1,pp79-79 (其他)
2011
I-Doun Kuo.*,Pricing and Hedging Volatility Smile under Multifactor Interest Rate Models,Review of Quantitative Finance and Accounting,36,1,pp83-104 (其他)
2011
I-Doun Kuo. , Y. H. Chen,Regime Dependent Information Contents of Model-free Volatility: Evidence from the Eurodollar Options Markets,Review of Futures Markets,19,4,pp347-380 (其他)
2011
I-Doun Kuo.,Pricing and Hedging Interest Rate Options under Deterministic Volatility Function with Volatility Humps,期貨與選擇權學刊,4,2,pp1-32 (其他)
2010
I-Doun Kuo.,Pricing and Hedging Volatility Smile under Multifactor Interest Rate Models,Review of Quantitative Finance and Accounting,36,pp83-104 (其他)
2009
I-Doun Kuo.,Implied Deterministic Volatility Functions: An Empirical Test for Euribor Options,Journal of Futures Markets,4,pp319-347 (SSCI)
2009
I-Doun Kuo* , Y. N. Lin,Evidence on Inefficiency of the Euribor Option Market,Applied Financial Economics,19,12,pp1-9 (其他)
2008
I-Doun Kuo , ,Volatility Estimation and the Performance of Multifactor Term Structure Models for Pricing and Hedging Euribor Options,Review of Futures Markets,17,1,pp65-87 (其他)
2008
I-Doun Kuo , Y. N. Lin,Empirical Performance of Multi-Factor Term Structure Models for Pricing and Hedging Eurodollar Futures Options,Review of Financial Economics,18,2,pp1-10 (其他)
2008
王凱立 , 郭一棟 , 李昀薇,選擇權市場與現貨,期貨與基差變動下之日內動態資訊傳遞研究,證券市場發展季刊,20,3,pp141-178 (其他)
2007
I-Doun Kuo , Y. N. Lin,Pricing and Hedging Euribor Options with Multifactor Interest Rate Models,Review of Futures Markets,15,4,pp355-383 (其他)
2007
Y.N. Lin , I-Doun Kuo,Incentive Effect for Performance-Vested Employee Stock Options,International Research Journal of Finance and Economics,9,pp167-179 (其他)
2007
I-Doun Kuo , Y.N. Lin , Y. C. Chang,Which Interest Rate Option Model,International Research Journal of Finance and Economics,10,pp65-75 (其他)
2007
I-Doun Kuo , Y. C. Hsu,Fuzzy Earnings Management Model and Empirical Tests on General Companies,European Journal of Scientific Research,18,1,pp141-154 (其他)
2006
I-Doun Kuo* , Dean A. Paxson,Multifactor Implied Volatility Functions For HJM Models,Journal of Futures Markets,26,8,pp809-833 (SSCI)
1996
王凱立 , 郭一棟 , 李昀薇,基差變動與台股日內動態資訊傳遞行為之研究,證券市場發展季刊,20,3,pp141-178 (其他)

研討會論文一覽