Journal Papers

Chiu, C. C. and Lee S. Y. (2007), “Surplus management under a stochastic process: A scenarios-based asset allocation strategy”, NTU Management Review, Vol. 17: 2, 1-40 (TSSCI).

Chen, S. N., Tsai, H. H., Chiu, C. C. (2010), “Explaining the implied volatility skew from the rational speculation perspective: Calibration on the Taiwan stock index option market”, Journal of Futures and Options, Vol. 3: 2, 1-33.

Kao, M. S., Chiu, C. C. and Wang, C. S. (2011), “The Information Content of Announcement of Implementing Financial Accounting Standards No. 10: the impact effect on stock price of Taiwan Electronics industry”, Taiwan Banking & Finance Quarterly, Vol. 12: 2 (in Chinese)

Conference Papers

1. Chiu, C. C. and S. Y. Lee (2006), “ Surplus management under a stochastic process: A scenarios-based asset allocation strategy”, Risk Management and Insurance Conference, The Sixth Risk Management Theory Seminar, National Chengchi University, Taiwan, R. O. C.

2. Han, C. S., C. C. Chiu, J. C. Chien, and C. Y. Tsai (2008), “ Pricing moving average exchange options”, 1st Financial Development Seminar, National Chengchi University, Taiwan, R. O. C.

3. Tsai, W. P. and C. C. Chiu (2008), “Liquidity efficiency improvement study on the corporate bond market”, 2008 Cross Straits: Trade, Economic, and Management Seminar, Fu Jen Catholic University, Taiwan, R. O. C.

4. Chiu, C. C. (2009), “Corporate bond and it's credit spread pricing: An incomplete information Black and Cox framework”, Financial Engineering and Actuarial Mathematics Conference, Soochow University, Taiwan, R. O. C. (97-2410-H-030-002)

5. Chiu, C. C. and S. Y. Lee (2009), “Surplus management under a stochastic process: Asset allocation within a state-security approach”,2009 International Conference of Taiwan Finance Association, National Central University, Taiwan, R. O. C.

6. Chiu, C. C., S. N. Chen and H. H. Tsai (2009), “The implied volatility for TXO options: Rational speculation perspective”, 2009 Financial Management Academic Conference, National Kaohsiung First University of Science and Technology, Taiwan, R. O. C.

7. Chiu , C. C., C. S. Han, and Y. C. Chuang (2009), “No arbitrage pricing of cross currency moving average exchange options”, The 2010 International Conference on Asia Pacific Business Innovation and Technology Management, Cebu, Philippines

8. Chiu , C. C., Lee, C.Y., and Lai, T. Y. (2010), “The Effect of Brand Images, Semantic Cues and Consumers’ Purchase Intentions---A Case of Cell Phones”, 2010 Forum on Contemporary Management Issues, Da-Yeh University, Taiwan, R.O.C. (in Chinese)

9. Tsai, W. P., Chiu, C. C., Wu, C. G., and Chen, G. H. (2010), “Corporate Bond Liquidity Premium In the Emerging Market – Taiwan Example” 2010 the Fifth Fu Jen Catholic University and Renmin University of China Joint Conference, Renmin University of China, Beijing, People Republic of China. (in Chinese)

10. Tsai, H. H. and Chiu , C. C. (2011), “Pricing Euro-convertible bonds with an extended LIBOR market model”, The second Cross-Strait Financial and National Chengchi University Department of Money and Banking Financial Development Conference,  National Chengchi University, Taipei, Taiwan, R. O. C.; New Paradigms of Management: The 10th Annual Academic Conference, 2011, Taipei, Taiwan, R.O. C.;2013 Accounting Trends and Education Conference, Chinese Culture University, Taipei, Taiwan, R.O. C. (in Chinese)

11. Chiu, C. C., W. P. Tsai, and C. Peng (2012), “American option by evaluating models with jump-diffusion process”, The 2012 Conference on Cross-Strait Trade and Management, Department of Finance and International Business, Fu Jen Catholic University, New Taipei City, Taiwan, R.O.C.; Department of Accounting, Fu Jen Catholic University, New Taipei City, Taiwan, R.O.C.

12. Tsai, H. H., and C. C. Chiu (2013), “Pricing Euro-convertible bonds with an extended LIBOR market model”, 2013 Accounting Trends and Education Conference, Department of Accounting, Chinese Culture University, Taipei, Taiwan, R.O.C.; Chinese Finance Society, Taipei, Taiwan, R. O. C.

13. Chiu, C. C. (2013), “Pricing out‐performance option under GARCH with copula dependence structure”, 2013 Cross‐strait Conference on Modern Finance and Commerce, Economics and Business Administration Chongqing University, Chongqing, P. R. C.

14. Chiu, C. C. (2013), “Are firms successful with respect to investment opportunity?”, 2013 Cross-strait Conference on Economics and Management, Economics and Management School of Wuhan University, Wuhan, P. R. C.

15. Tsai, W. P. and C. C. Chiu (2015), “The dividend tax saving strategy of stock futures”, 2015 Cross-strait Conference on Management, Central University of Finance and Economics, Beijing, P. R. C.

16. Chiu, C. C., and S. C. Hsu (2015), “Future and option Market cross efficiency: Arbitrage empirical study”, 2015 Cross-strait Conference on Management, Central University of Finance and Economics, Beijing, P. R. C.

               17. Han, C. S., C. C. Chiu, C. Y. Tsai, and J. C. Chien (2015), “Pricing of moving average exchange options”, 2015 Taiwan Risk and Insurance Association Annual Meeting and International Symposium, Department of Risk Management and Insurance, National Chengchi University, Taipei, Taiwan, R. O. C.