師資陣容

岳夢蘭

岳夢蘭

副教授

財務管理學系

  • 分機
    29393091 #88074
  • 研究專長
    財務工程, 利率模型, 風險管理, 信用風險模型

學歷

  • 華威大學財務金融(學)系博士
  • 國立臺灣大學經濟學系碩士
  • 私立東吳大學電子計算機科學學系學士

個人著作

  • Meng-Lan Yueh*;Hsin-Yu Chiu;Shou-Hsun Tsai, 2016.12, 'Valuations of Mortality-Linked Structured Products, ' Journal of Derivatives,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 岳夢蘭*, 2015.09, 'Does Financial Statement Information Affect Cross-Border Lending by Foreign Banks in the Syndicated Loan Market? Evidence from a Natural Experiment, ' JOURNAL OF ACCOUNTING AND PUBLIC POLICY,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Meng-Lan Yueh*;Mark C. W. Wong, 2010.03, 'Analytical VaR and Expected Shortfall for Quadratic Portfolios, ' Journal of Derivatives, Vol.2010, No.1, pp.1-12.(SSCI)(*為通訊作者)
  • Meng-Lan Yueh*, 2010.03, 'An Empirical Analysis of CPPI Strategies for Credit Index Tranches, ' Journal of Fixed Income, Vol.19, No.4, pp.22-36.(FLI)(*為通訊作者)
  • 江彌修*;岳夢蘭;林恩平, 2009.03, '條件獨立假設下合成型擔保債權憑證之評價與避險 / 財務金融學刊, ' 財務金融學刊, Vol.17, No.1, pp.1-40.(TSSCI)(*為通訊作者)
  • Sharon S. Yang*;Meng-Lan Yueh;Chun-Hua Tang, 2008.06, 'Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic, ' Insurance: Mathematics and Economic, Vol.Vol. 42, pp.920-934.(SSCI)(*為通訊作者)
  • 江彌修*;岳夢蘭;李蕙君, 2008, '雙層保護合成型擔保債權憑證之評價與風險特徵研究 / 經濟論文, ' 經濟論文, Vol.第36卷, No.第3期, pp.277-314.(TSSCI)(*為通訊作者)
  • Mi-Hsiu Chiang*;Meng-Lan Yueh;Ming-Hua Hsieh, 2007.10, 'An Efficient Algorithm for Basket Default Swap Valuation / Journal of Derivatives, ' Journal of Derivatives, Vol.Vol. 15, No.No. 2,, pp.8-19.(SSCI)(*為通訊作者)

研究計畫

N/A
N/A