為了改進Black-Scholes模式的實證現象，許多其他的模型被建議有leptokurtic特性以及波動度聚集的現象。然而對於其他的模型分析的處理依然是一個問題。在本論文中，我們建議使用馬可夫跳躍擴散過程，不僅能整合leptokurtic與波動度微笑特性，而且能產生波動度聚集的與長記憶的現象。然後，我們應用Lucas的一般均衡架構計算選擇權價格，提供均衡下當跳躍的大小服從一些特別的分配時則選擇權價格的解析解。特別地，考慮當跳躍的大小服從兩個情況，破產與lognormal分配。當馬可夫跳躍擴散模型的馬可夫鏈有兩個狀態時，稱為轉換跳躍擴散模型，當跳躍的大小服從lognormal分配我們得到選擇權公式。使用轉換跳躍擴散模型選擇權公式，我們給定一些參數下研究公式的數值極限分析以及敏感度分析。 / To improve the empirical performance of the Black-Scholes model, many alternative models have been proposed to address the leptokurtic feature of the asset return distribution, and the effects of volatility clustering phenomenon. However, analytical tractability remains a problem for most of the alternative models. In this dissertation, we propose a Markov jump diffusion model, that can not only incorporate both the leptokurtic feature and volatility smile, but also present the economic features of volatility clustering and long memory. Next, we apply Lucas's general equilibrium framework to evaluate option price, and to provide analytical solutions of the equilibrium price for European call options when the jump size follows some specific distributions. In particular, two cases are considered, the defaultable one and the lognormal distribution. When the underlying Markov chain of the Markov jump diffusion model has two states, the so-called switch jump diffusion model, we write an explicit analytic formula under the jump size has a lognormal distribution. Numerical approximations of the option prices as well as sensitivity analysis are also given.

新商品上市後造成流行的機率低於25%（Cooper & Kleinschmidt, 1990；Cooper, 2011），但Rogers（唐錦超，民95）的創新擴散模型實驗卻提出若早期採用者接受新商品並分享他們的創意使用價值，則能影響早期消費大眾較快且容易接受新商品且在市場上誘發流行。因此本研究的動機是希望透過資訊技術，首先確認早期採用者存在於網路族群之中，再萃取被網際網路大量資料包圍的網路早期採用者與其在新商品的創意使用價值資料，希望能夠藉此影響早期消費大眾的接受意願，並跨越他們之間的鴻溝(Moore, 1991)。 本研究目的是探討即使網路早期採用者與早期消費大眾兩者之間無實體的社會關係網絡時，網路早期採用者所創造的新商品創意使用價值，還是能夠影響早期大眾消費者購買的意願，以形成一種新型創新擴散模式。實作上是將網路早期採用者的創意使用價值，設計成廣告宣傳單直接刺激早期消費大眾，觀察新商品是否被他們接受。經過購買意願問卷回收、整理和分析消費者族群與接受程度，證實網路早期採用者的創意使用價值確實能引起早期消費大眾往高購買意願的族群移動。 再者，企業為了能夠在市場生存競爭獲勝，必須比其他同業更早挖掘出稀少且有價值的資訊幫助新商品跨越鴻溝，協助企業獲得更多的利益。雖然本研究提出的新型創新擴散模式，能提高早期消費大眾接受新商品的意願，但是在人機互動的資料分析過程中，耗費過多人力。因此本研究再根據文字探勘的IDF概念提出ICF演算法，藉以縮小決策範圍並且得到效率前緣的機會點，依然能在眾多的資料中也萃取出網路早期採用者的微弱創意使用價值，同時降低人工作業、專家主觀解讀和決策制定的複雜度的問題，得到高品質的效率方案。 / The chance for a new product to be prevalent is lower than 25% (Cooper & Kleinschmidt, 1990; Cooper, 2011). However, in Rogers’ innovative diffusion model (Rogers, 2003), he proposed that if early adopters accepted new products and shared their innovative use value with others, the early majority may accept the new products quickly and readily. First of all, this study intends to use information technology to make sure that the early adopters exist on the Internet world. Then the author tries to extract innovative use information employed by the early adopters who are surrounded by huge amount of information. Hopefully, the early majority can be affected by such measures. That is, in the process of consuming merchandise, consumers tend to build mutual affections, value, and psychological sensation. This may enable the new products to cross over the chasm between the early adopters and early majority (Moore, 1991; 1995). The purpose of this study is to explore the innovative use value created by early adopters existing on the Internet world. It is to affect the purchasing intention of the early majority when there is no social relationship network between early adopters and early majority so as to build a new innovative diffusion model. In order to achieve this, the innovative use value created in the Internet by the early adopters was designed as commercial fliers to directly stimulate the early majority. It is used to observe whether new products are accepted by the early majority. The experimental results proved that this measurement surely can move the early majority toward groups with high intention. Moreover, talking about the continuing existence of a business, one needs to find out the rare and valuable information in the early stage in order to make the new products to cross over the chasm. The new innovative diffusion proposed by this study is able to extract the innovative use value created by the early adopters in Internet. And, for the purpose of reducing manpower and contracting the weak innovative information created by the early adopters, this study was conducted by using ICF algorithm which is derived from IDF concept existing in the text mining. It is to narrow the range of policy making, gain the chance point from the effect frontier, improve the quality and efficiency when making a decision, and reduce subjective judgement made by experts, which may help decision makers to make an effective policy based on their advantage and preference, and in the end, to reduce the complexity of making a policy.

摘要 全球化的浪潮和企業競爭日益激烈，企業所需要的學習服務，將越來越顯得迫切與多樣化。不受侷限空間和時間的限制的數位學習必然是企業所選擇的一條途徑，專業的學習服務提供者將尋求結合將所有的學習資源（如學習輔導業師、學習社群），來提高學習的成效和降低企業的成本。 因此，企業數位學習(corporate e-learning)將成為一個充滿機會的產業，組織/機構開始將推動企業數位學習業務視為一項重要營運目標。對於經營企業數位學習業務而言，促使組織/機構中知識擁有者¾研發人員的積極參與，是非常關鍵的因素。這些研發人員平日都已經擔負著相當多的任務，當組織/機構一旦決心投入企業數位學習業務的經營，研發人員的參與程度將決定了這項新的業務是否能夠成功。他們不但要繼續進行既定的工作，還要另外配合組織/機構的政策，提供知識和經驗給企業數位學習部門來推動業務進行。 本研究的目的在探討這些具備專精知識的研發人員對於企業數位學習的看法、新業務對他們既有工作的影響、與企業數位學習業務其他成員的互動合作、企業數位學習的工作特性、如何引導或促使專業領域人士能夠投入此一嶄新領域，以找出影響研發人員參與企業數位學習業務的各項因素，希望能給有心經營企業數位學習業務的機構和企業作為規劃與執行的建議。 本研究以工業技術研究院目前參與企業數位學習業務的研發人員為研究對象，採用深度訪談法進行研究，並藉由企業數位學習業務相關參與成員的訪談作為檢測依據，比對找出企業數位學習的工作內容與工作特性、研發人員參與此業務的動機以及組織機構推動企業數位學習業務的關鍵因素。 本研究之研究發現如下： 企業數位學習仍然處於演化階段，業務營運模式還需要不斷調整。 企業數位學習目前的工作特性具有高度技能多樣性、深遠的工作重要性、偏低的工作可辨識性、高度的工作自主性以及尚不顯著的工作回饋性。 企業數位學習具有需要跨領域團隊合作以及吸引追求高層次需求滿足的研發人員的業務特質。 企業數位學習的動機潛能分數(MPS)還有再提昇的空間。 研發人員需要很強的內在動機才會參與企業數位學習業務。 研發人員參與企業數位學習業務的外在動機需要仔細設計並且落實。 研發人員傾向於追求更高層次的需求滿足。 研發人員對於朝向於從事企業數位學習的業務變革表現出抗拒或觀望的態度。 能夠同時擁有知識創造和知識擴散的力量的企業組織/法人機構，對於推動企業數位學習業務相當有幫助。除了在課程內容和工作知識可以相互流通之外，既有業務和新業務在規劃和執行層面上都要整合，以尋求綜效(synergy)。 經營企業數位學習業務需要建立適當的內容審核機制並結合企業組織/法人機構內部知識管理的運作。 企業組織/法人機構把知識創造過程自然融入企業數位學習當中，並且加進入實地操作與臨場經驗(Hands-on experience)，將使得技術知識擴散可以更具備完整性。 企業組織/法人機構的決策階層執行力不夠貫徹、空有宣示而無配套策略、缺乏宣導措施是企業數位學習業務遇到瓶頸的主因。 關鍵字：研發人員、企業數位學習、工作動機、工作特性、知識創造、知識擴散、組織變革、變革抗拒 、工業技術研究院

北韓自1950年代起逐步建立其核武實力，形成對國際社會的嚴重威脅，基於其政權生存與經濟的需要，動輒以核武要脅國際社會換取能源、糧食援助及安全保障。1994年第一次北韓核武危機結束後，由於美國與北韓後續未確實履行核框架協議，從2002年10月北韓承認恢復其核計畫、美國開始停止對北韓供應重油起，北韓動作頻頻，除自2003年1月10日起宣佈退出禁止核子武器擴散條約外，更積極發展核武抗衡美國與國際社會，對相關國家的安全造成莫大影響，並期望藉此獲得所需的政治利益與經濟援助。北韓的行為引起國際關注，視之為第二次北韓核武危機。中共、南韓、日本、俄羅斯及美國對此均投以高度關注，努力謀求解決之道，而中共更是此次核武危機演變與發展的關鍵斡旋角色。 第二次北韓核武危機發生以來，中共對核武問題的解決發生了建設性的作用，各輪會談能夠持續運作，中共以穿梭外交遊走於各國功不可沒，其角色重要而多樣，儼然成為斡旋者、調停者、領導者、防衛者、緩衝器、利益攸關者、平衡者、機制建議者，若依北韓核武危機往良性發展的端倪來看，未來中共更可能兼具經濟支援者、安全保障者和制度監督者的角色。此次的核武危機為中共大國外交提供難得的歷史機運，藉由複雜的危機解決過程，緩和了危機的緊張態勢，更藉由與各國間的互動與合作，獲得實質外交進展，提高了中共的國際影響力，同時這樣的作為也是符合各方利益的最佳選擇。 本文主要包含兩大方向：首先探討第二次北韓核武危機的背景與判斷北韓發展核武的動機，繼之簡述兩次核武危機始末；接著統整自三邊會談、六方會談召開以來之情勢發展及與會各國互動形成的共識共決，分析中共居中的角色與其國家利益之間的關聯性，並研判該議題未來走向。 / Since 1950s North Korea has gradually built up its nuclear weapon capabilities, forming a serious threat to international community. Based on the need of regime survival and economy, North Korea frequently uses nuclear weapons in threatening international community for exchanges of energy, food aid and security assurances. After the end of the First North Korea Nuclear Crisis in 1994, US and North Korea did not actually carry out the Agreed Framework, North Korea confessed to restart its nuclear program in October 2002 while US suspended supplying heavy fuel oil to North Korea. In addition to its withdrawal from the Nuclear Nonproliferation Treaty, North Korea also actively develops nuclear weapons to contend with the US and international community, bringing about huge impacts on the security of relative countries, hoping to exchange for more political benefit and economic assistance. The behavior of North Korea has raised international attention, regarding it as the Second North Korea Nuclear Crisis. China, South Korea, Japan, Russia and the US all pay high attention and work hard to seek for solutions to the crisis. China has played a key role in the evolution and development of the Second North Korea Nuclear Crisis. Since the inception of the 2nd North Korea Nuclear Crisis, China has turned out to be constructively pivotal in solving nuclear weapon problems. The fact that six rounds of talks can take place continuously go to China’s credit, which pursues shuttle diplomacy to coordinate the activities of the other six-party talks participators, playing roles that are important yet various, apparently becoming a mediator, good officer, host, defender, buffer, stakeholder, balancer, mechanism keeper, and, in viewing from the point that North Korea Nuclear Crisis has been developed toward a more positive direction, China will more than likely take key role as economic supporter, security guarantor and mechanism supervisor. This nuclear crisis provides China a rare historical opportunity of big-power diplomacy. Through complex crisis solving process to détente intense situation and the interaction and cooperation among Northeast Asian nations to obtain actual diplomatic progress, the influence of China has soared while such action is the best choice in complying with relative nation’s interests. The study mainly include two directions: At first the background of the Second North Korea Nuclear Crisis be reviewed and the motive of North Korea in developing nuclear weapon be determined. Then how the two nuclear crises began and ended are briefly stated, followed by integration of situation development since the Three-party talks, Six-party talks and the common agreement formed among participating nations. The role of China and relations to its interest is analyzed and thus the future direction of the issues is also carefully studied.

隨著競爭環境日漸嚴苛，顧客需求日趨多元，企業需要有更有效率的方式來管理與顧客間的關係，顧客關係管理CRM（Customer Relationship Management, CRM）成為企業關心的熱門議題。但過去的學者研究中，僅止於針對影響企業導入＆系統與否之決策進行研究，然而CRM對於企業經營顧客關係之重要性已被企業所認同，同時面對如此牽涉到龐大人力、資金，與時間投入的系統導入計畫，在導入過程中仍會面臨許多重要決策，因此本研究將針對響導入過程的相關因 數，並經由個案研討的實際驗證，提出具解釋力的理論架構。 經由過去文獻的整理，本研究以Rogers（1983）的創新擴散模型為基礎，將影響CRM導入過程的因素分為認知階段的環境面與組織面因素，以及說服階段認知的創新特質，另外系統供應商及顧問公司則扮演特殊的角色，同時在說服、決策及實行階段皆產生影響。其中環境面又包含競爭強度，需求不確定性及產業環境變化速度；組織面因素包含規模、結構化程度、以及高階主管態度。而認知的創新特質則包含相容性以及系統特性。另外則以資訊與資料的蒐集、累積與儲存、吸收與整理、展現與應用等為被影響的研究變數。並選取目前導入最積極的產業中之標竿企業，包含證券、人壽、行動電話系統業者、電子電腦公司，及網際網路服務提供業者等六家企業，進行深入之訪談，期能從這些正在導入的公司之經驗裡，發現可供參考與依循的準則。 經由對個案公司的深入訪談之後，本研究之研究架構有重大修正。認知階段的影響因素除了環境與組織構面仍存在外，從組織構面中抽離複雜度，並與產品特質、顧客基礎，公司依賴業務人員推廣業務及提供服務的程度共同組成新構面—業務面因素，而系統與顧問公司的選擇則成為企業採用CRM系統時重要的決策因素之一。更重要的是，本研究經由訪談對探討主題有更廣泛而完整的延伸，導入過程可以導入積極度、建置組織，以及建置方式來描述。導入積極度代表導入的速度；建置組織裡包含以專案小組的方式來推動，以及高階主管的參與程度；建置方式則包含CRM要素的建置優先順序、以及委外程度。 研究發現，環境面的因素與組織面的因素皆同時影響到CRM導入過程的積極度及建置方式裡的優先順序；而新增的業務面的因素則同時對CRM導入過程的積極度及建置方式裡的優先順序及自建或委外的選擇有較顯著影響。至於認知的創新特質中，不論是專案管理或是高階參與，其影響到的皆為CRM在建置單位上的特性。而協力單位則因為企業對於系統特性的要求有所不同，而同時成為決策結果與影響導入方式的變數。 本研究期望能藉由結合學術理論與實務應用的方案，提供給正在導入或評估規劃中的企業實用的考慮方向與實際例證，以協助企業在導入過程中自我檢測，選擇最適當的導入程序及設計組織關的配套措施，俾使導入過程順利而達到預期目標。 / To cope with the current increase in both competition and customer requirements, enterprises need more efficient methods to manage their relationships with customers. Previous researches focused mainly on the factors affecting the decision whether or not to adopt the CRM system. As the importance of CRM pertaining to management of relationships with customers has been recognized, meanwhile, with regard to implementation of the extensive software which involves investment of massive human resources, capital, and time, many critical decisions still need to be concerned. This research aims at extracting relevant factors affecting the adoption process and proposes a convincing framework verified by an empirical case study. The research in this study is based on the Innovation Diffusion Model of Rogers (1983) and divides factors affecting the CRM adoption process into knowledge and persuasion stages with environmental and organizational factors in the knowledge stage, and perceived characteristics of innovation in the persuasion stage, while system suppliers and consulting firms as joint associates. Environmental factors include competition intensity, demand uncertainty, and industry changing speed. Organizational factors consist of size, structure, and managerial attitude. Perceived characteristics of innovation are composed of compatibility and system characteristics. Data collection, data storage, data mining, and data visualization work as independent variables. Six companies in securities, life insurance, cellular telephone system, electronics and computers, and the Internet service provider industry were selected as study cases. However, the research frame was revised after investigation. In the knowledge stage, complexity is extracted and integrated with product attribute, customer base, and corporation dependence on sales representative to form one integrated factor called business. Moreover, the independent variables are amended to be more extensive, including adoption activeness, constructing section, and constructing manner. The research shows that environmental and organizational factors affect adoption activeness and priority; and that the business factor influences adoption activeness, adoption priority, as well as outsourcing decisions. Project management and managerial participation representing a CRM constructing section are affected by perceived characteristics of the innovation. Through the integration of theory and empirical data , this research hopes to provide direction for examining the CRM adoption process and organization design, so as to facilitate the fulfilling of the adoption objective.

現今市場競爭愈來愈激烈，迫使廠商紛紛至海外尋求產品消費市場，在跨國銷售的背景之下，需要有更多可以確定國家選擇、預測銷售及估計需求的方法。而其中可以滿足這些需求的方法之中，就是研究產品跨國擴散型態，藉以瞭解後進國家與領先國家中新產品如何擴散且會如何互相影響 (Douglas and Craig, 1992)。 在眾多的跨國產品中，本研究選擇好萊塢電影做為實證分析的對象。 經由集群分析，本研究發現（一）台灣高首週票房且口碑佳的電影，會遇到假日人潮、有很高的美國總票房、以及很高的美國首週票房；（二）美國影片在美國及台灣映演的每週票房趨勢有差異存在；（三）片商沒有做好影片在台灣映演的檔期歸劃；（四）三群電影中，在影片類型沒有明顯地區別。 經由十二個新產品銷售預測模型的建立：對數線性迴歸模式（LN-Regression Model）（不考慮新產品領先國擴散經驗）（以OLS估計）、卜瓦松迴歸模式(Poisson Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、負二項分配迴歸模式(Negative Binomial Distribution Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式＋層級貝氏迴歸模式（考慮新產品領先國擴散經驗）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗（以SUR估計）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）。本研究發現：（一）在考慮影響後進國的新產品擴散速度時，領先國的擴散經驗為絕對必要的考慮因子；（二）必須使用Bass連續型擴散模式做為建構新產品銷售預測模型的基礎；（三）必須使用Bass連續型擴散模式的NLS估計法估計Bass模型的創新係數p、模仿係數q及市場潛量m。

信用衍生性商品在市場上交易漸趨熱絡，創新速度更是一日千里，市場上琳琅滿目的信用衍生性商品，投資人要如何審慎客觀評估風險後再檢視自身能承擔的風險後投資，諸如此類的議題在近幾年備受關注。尤其在2007金融海嘯之後，所有信用衍生性產品也無一倖免，信用評等公司對信用衍生性產品的評價，也備受挑戰，因此，辨識風險以及驅避風險在後金融海嘯時期，已是一刻不容緩之待解決問題。固定比例債務債券(Constant Proportion Debt Obligations; CPDO)亦是金融海嘯前一年所發明的創新信用衍生性商品，由於其高收益特性以及強調極低投資風險，吸引了許多投資人爭相購買，但金融海嘯時期，也是付之一炬。為了使投資人更了解此商品的風險，本研究運用在跳躍擴散模型假設下，存在封閉解的雙出場障礙式選擇權複製此商品的風險因子，並且為了描述此商品具有動態調整槓桿的時間相依(Time Dependent)性質，加入了蒙地卡羅模擬法，捕捉任意時點上，投資人面臨的風險，將風險因子拆解選擇權後，也更能讓投資人能以投資選擇權的知識運用到此商品來操作。最後，為了使投資人趨避諸如金融海嘯時期的風險，本研究也用選擇權的Delta 避險策略，替商品虛擬一現貨市場，並模擬出其避險之績效。 / The increasing trading volumes and innovative structures of credit derivatives have attracted great academic attention in the quantification and analysis of their complex risk characteristics. The pricing and hedging issues of complex credit structuers after the 2009 financial crisis are especially vital, and they present great challegens to both the academic community and industry practitioners. Constant Proportion Debt Obligations (CPDOs) are one of the new credit-innovations that claim to provide risk-adverse investors with fixed-income cash flows and minimal risk-bearing, yet the cash-outs events of such products during the crisis unfolded risk characteristics that had been unseen to investors. This research focuses on the pricing risk quantification, and dynamic hedging issues of CPDOs under a Levy jump diffusion setting. Based on decomposing the product's risk structure, we derive explicit closed-form solutions in the form of time-dependent double digital knock-out barrier options. This enables us to explore, in terms of the associated hedging greeks, the embeded risk characteristics of CPDOs and propose feasible delta-netral strategies that are feasible to hedge such products. Numerical simulations are subsequently performed to provide benchmark measures for the proposed hedging strategies.

著作肩負著人類對文化傳承、藝術發揚及知識分享的重責大任，影響深遠，自應創造因誘因加以鼓勵並給予適當的法律保障；惟現代著作權法保護創作人的思維均藉由「創作完成自動保護」的途徑，賦予創作人各種著作人格權及著作財產權，一改往昔仍須藉由註冊審查或登記列冊方能享有著作權的傳統作法。然而,任何偉大的著作,其價值乃貴在廣為利用方能源遠流傳，前述各類創作人是否分享或放棄著作權之意願，由法律自動保留全部權利（all rights reserved）的預設（default）立場，使得利用人在利用著作或接續創作的平台受到重重的限制，除了能符合較抽象的「合理使用」範疇以外，利用著作前均須依法取得權利人之同意或授權方能免除因此所生侵權責任。 對於一向主張著作應視為公共財的自由派學者，前述加諸廣大利用人動輒得咎的法律限制，顯然會認為對於知識分享擴散造成阻礙的結果無法忍受，於是美國史丹福大學Lawrence Lessig教授即於2002年間號召有識之士，倡導「Creative Commons」（本研究稱為「創作共享」）之運動，藉由「保留部分著作權」（some rights reserved）的理念，設計鬆綁著作權法以釋出著作權的機制，現正積極在世界各國間推廣中。 本研究即針對上述理念之興起，思考此一創新機制與知識分享擴散及著作權保護間有無相關，並試圖找出可能直接影響機制之關鍵因素提供建言。在第一章部分，除敍明研究動機、目的、範圍、限制外，更直指本研究之問題所在及預期之貢獻；第二章即針對研究主題，包括過去對著作權保護、創作共享機制、知識分享擴散及制度創新的研究進行文獻探討，第三章則對研究核心創作共享機制具體實踐之契約條款予以法律剖析檢驗，並釋疑部分易為外界混淆或誤解之觀念；第四章則詳細闡明研究方法後，設定各個命題及假設，並各賦予操作化定義，落實為問卷調查之問題及選項，第五章則以立意取向調查方式發放及回收共547份有效問卷，並以11.0版SPSS軟體執行問卷數據分析並進而出各項判讀，印證前述命題及假設相關程度，另從管理意涵賦予各項解讀之詮釋；第六章則藉由坊間已先後運行的四個類似創作共享機制的個案，將前述檢驗的內外因素、體質因素、驅動因素等研究構面逐一比較，第七章即就研究成果列出結論並提出後續研究之建議以供來者繼續接棒發揚。 / Creative work carries the responsibilities of cultural inheritance, artistic manifestation, and knowledge sharing; its influences are far reaching and the work ought to be encouraged and properly protected by law. In contrast to traditional copyright laws, whereby protection was given only after registration or examination, current copyright laws give protection to creative work upon its completion, and provide the creator with all kinds of moral integrity rights and copyrights. However, the value of a masterpiece lies in its widespread use, and the current legal system gives the creator, by default, all rights to reserve their intention to share or forfeit their copyrights. From the user’s standpoint, this protective system means limitations and restrictions in using creative work or in continuing creative platform—requiring the user to obtain agreement or license from the rights owner for any use of the work outside the scope of “fair use.” Liberal scholars who believe creative work ought to be public property find these legal restrictions on users and limitations on the proliferation of knowledge sharing intolerable. In 2002, under the appeal of Stanford’s Professor Lawrence Lessig, the movement for Creative Commons was begun. Under this model, relaxation of copyrights with some rights reserved is called for, and this idea is being widely promoted throughout the world. This study focuses on the development of this new ideology and examines its relationship with the proliferation of knowledge sharing and copyrights protection, and further inspects the key factors that may directly influence this new mechanism as well as provides necessary suggestions. Chapter One explains the motivation, purpose, scope, and limitation of this study as well as pointing out the problems and expectations of this study. Chapter Two focuses on the main theme of this study, including empirical studies on past copyright protections, creative commons mechanism, proliferation of knowledge sharing and innovation of its system. Chapter Three examines the legal aspects of the creative commons licensing agreement and clarifies the parts that are confusing or can be easily misunderstood. Chapter Four explains the research approach and sets up theories for each topic, and defines the procedures for selecting questions for the survey. Chapter Five analyzes the 547 valid surveys, which were distributed using the conceptual approach, using v.11.0 of SPSS against the topic and theories set forth in the previous chapter, and interpret each item in the survey via management connotation. Chapter Six compares four existing mechanisms similar to the creative commons model in terms internal and external factors, physical factors, and driving factors. Chapter Seven discusses the results of this study and states suggestions for subsequent research.

擴散權重影像與神經纖維追蹤可以用來探討腦區域之間的連結性，目前透過網路分析方式已經證實腦網路是有小世界的特性，最近也有研究不同受試者或者是病人之間的網路連結量測集中程度，但是擴散權重影像所運算出來的網路參數中間要經過很多步驟，這些中間步驟可能會影響到網路參數。所以有必要對於量測網路參數的受試者間變異性和重複量測重現性進行研究。本研究的目標是利用機率式神經纖維追蹤術量測大腦網路參數的重現性，探討三個會影響計算網路參數的重現性的變因，分別是，路徑定義方式、有無損耗正規化、受試者群體的網路連結篩選機制。變異係數定義（Coefficient of Variance, CV）為標準差除以平均值，分別計算二次量測之間的變異係數（CVwithin），以及受試者之間的變異係數（CVbetween），另外也計算組內相關係數（Intraclass correlation coefficient, ICC）。 掃描30受試者（15男，15女，年齡20~26）。每人掃描二次，並利用機率式神經纖維追蹤術計算網路連結，網路節點則是使用AAL標準模板定義的節點。若使用Wij = 1 – Pij定義長度，三項網路參數（區域效率、全域效率及損耗）重現性皆可接受（CVwithin<1.08%, CVwithin ≤ 10% and ICC > 0.7）。如果使用Wij=1/Pij定義長度，其損耗的CVwithin相較於Wij = 1 – Pij的大。如果長度的全距大，區域效率會不尋常地增加。如果二次掃描分別實施連結篩選，全域效率的CVwithin會較大。 本研究探討不同的網路建構方式將會影響測試內重現度，不同的研究團隊，縱使是採用相同的受試者群體和相同的儀器，所發表出來的網路參數可能會因為纖維追蹤術造成的誤差而不一致，因此實驗必須謹慎的分析資料以及闡述結果。 / Diffusion tensor imaging (DTI) with associate tractography can be used to access the connectivity of cortical regions in brain. Network analysis applied to connectivity matrix has demonstrated that brain has small world property. Recent studies also use network analysis to study the variation of concentricity among different group of subjects and patients. However the estimation of network metrics from DTI takes sophisticated processing steps. These intermediate steps may influence the estimation of network metric. It is therefore needed to investigate the potential variation of estimated network metrics using reproducibility test. The goal is to study the reproducibility of network properties derived from diffusion connectivity matrix constructed using probabilistic tractography. The effects of three factors on the reproducibility of network metrics estimation were studied. They are definition of path lengths of network matrix, path with and without cost normalization, the application of threshold to subjects groups. Coefficient of Variation (CV) defined as standard deviation divided by mean is used to test the intra-session (CVwithin) and inter subject (CVbetween) variability. Intra-class correlation coefficient (ICC) was also calculated. Images were acquired from 30 healthy participants (15 male, 15 female, aged 20-26 years). Each subject was scanned twice, denoted as N1 and N2. Probabilistic tractography was performed to mapping of cortico-cortical anatomical connections between regions defined from an anatomical atlas. All three of the tested network metrics (local efficiency, global efficiency and cost) were identified as acceptable (CVwithin < 1.08%, CVwithin ≤ 10% and ICC > 0.7) using path length defined as Wij = 1 – Pij. When the path length is defined as Wij = 1/Pij, cost showed higher CVwithin compared to Wij = 1 – Pij. It is unusual that local efficiency increase when the range of path length of edges is large. Global efficiency showed higher CVwithin as threshold is applied to N1 and N2 separately compared to both scans together. The present study revealed that different ways to construct cortical network had an effect on intra-session reproducibility. Our study also showed that despite evaluation of identical subjects using the same MRI system, variation of network metrics may be found by different research groups due to the potential errors from tractography. Replication of the experiment need to be carefully analyzed and interpreted.

本文實證探討黃金期貨報酬率的特性並在標的黃金期貨價格遵循狀態轉換跳躍擴散過程時實現美式選擇權之評價。在這樣的動態過程下，跳躍事件被一個複合普瓦松過程與對數常態跳躍振幅所描述，以及狀態轉換到達強度是由一個其狀態代表經濟狀態的隱藏馬可夫鏈所捕捉。考量不同的跳躍風險假設，我們使用Merton測度與Esscher轉換推導出在一個不完全市場設定下的風險中立黃金期貨價格動態過程。為了達到所需的精確度，最小平方蒙地卡羅法被用來近似美式黃金期貨選擇權的價值。基於實際市場資料，我們提供實證與數值結果來說明這個動態模型的優點。 / This dissertation empirically investigates the characteristics of gold futures returns and achieves the valuation of American-style options when the underlying gold futures price follows a regime-switching jump-diffusion process. Under such dynamics, the jump events are described as a compound Poisson process with a log-normal jump amplitude, and the regime-switching arrival intensity is captured by a hidden Markov chain whose states represent the economic states. Considering the different jump risk assumptions, we use the Merton measure and Esscher transform to derive risk-neutral gold futures price dynamics under an incomplete market setting. To achieve a desired accuracy level, the least-squares Monte Carlo method is used to approximate the values of American gold futures options. Our empirical and numerical results based on actual market data are provided to illustrate the advantages of this dynamic model.