MOST Projects |
113 |
尾端風險與加密貨幣的橫截面報酬 |
YUEH MENG-LAN |
Principal Investigator |
2024.08 ~ 2025.07 |
National Science and Technology Council |
MOST Projects |
112 |
無套利原則下的 SOFR 交換選擇權定價 |
YUEH MENG-LAN |
Principal Investigator |
2023.08 ~ 2025.03 |
National Science and Technology Council |
MOST Projects |
111 |
SOFR交換選擇權的一致性定價 |
岳夢蘭 |
Principal Investigator |
2022.08 ~ 2023.07 |
國立政治大學 |
MOST Projects |
111 |
SOFR交換選擇權的一致性定價 |
YUEH MENG-LAN |
Principal Investigator |
2022.08 ~ 2024.07 |
National Science and Technology Council |
MOST Projects |
110 |
模型化 SOFR 利率的期間結構 |
YUEH MENG-LAN |
Principal Investigator |
2021.08 ~ 2023.07 |
National Science and Technology Council |
MOST Projects |
109 |
展望理論和投資人情緒 |
YUEH MENG-LAN |
Principal Investigator |
2020.08 ~ 2022.07 |
National Science and Technology Council |
MOST Projects |
108 |
信用市場情緒及債券報酬 |
YUEH MENG-LAN |
Principal Investigator |
2019.08 ~ 2021.07 |
National Science and Technology Council |
MOST Projects |
107 |
亞洲上市的槓桿型ETF之績效表現 |
YUEH MENG-LAN |
Principal Investigator |
2018.08 ~ 2019.12 |
National Science and Technology Council |
MOST Projects |
106 |
槓桿型ETF選擇權的資訊內涵 |
YUEH MENG-LAN,YUEH MENG-LAN |
Principal Investigator |
2017.08 ~ 2018.12 |
National Science and Technology Council |
MOST Projects |
105 |
貨幣政策的衝擊對信用價差的影響 |
YUEH MENG-LAN |
Principal Investigator |
2016.08 ~ 2017.07 |
National Science and Technology Council |
Other Projects |
105 |
台股股權衍生性商品履約保證可行性研究 |
LEE JIE-HAUN,YUEH MENG-LAN |
|
2016.01 ~ 2016.04 |
|
MOST Projects |
104 |
銀行往來關係和公司債首次發行之折價效果探討 |
YUEH MENG-LAN |
Principal Investigator |
2015.08 ~ 2016.07 |
National Science and Technology Council |
MOST Projects |
102 |
沙賓法案和聯貸債權(2/2) |
YUEH MENG-LAN |
Principal Investigator |
2014.08 ~ 2015.07 |
National Science and Technology Council |
MOST Projects |
102 |
沙賓法案和聯貸債權(1/2) |
YUEH MENG-LAN |
Principal Investigator |
2013.08 ~ 2014.07 |
National Science and Technology Council |
MOST Projects |
100 |
流動性風險探討─以美國公司債/信用違約交換市場為例(2/2) |
YUEH MENG-LAN |
Principal Investigator |
2012.08 ~ 2014.02 |
National Science and Technology Council |
MOST Projects |
100 |
流動性風險探討─以美國公司債/信用違約交換市場為例(1/2) |
YUEH MENG-LAN |
Principal Investigator |
2011.08 ~ 2012.07 |
National Science and Technology Council |
MOST Projects |
99 |
英國公開發行與非公開發行公司之債權契約研究 |
YUEH MENG-LAN |
Principal Investigator |
2010.12 ~ 2012.04 |
National Science and Technology Council |
MOST Projects |
99 |
一籃子信用違約交換之評價-考量交易對手違約風險 |
YUEH MENG-LAN |
Principal Investigator |
2010.08 ~ 2012.07 |
National Science and Technology Council |
MOST Projects |
98 |
固定比例投資組合保險策略在信用投資組合之應用及實證分析 |
YUEH MENG-LAN |
Principal Investigator |
2009.08 ~ 2010.12 |
National Science and Technology Council |
Other Projects |
98 |
我國推出ETF期貨或選擇之可行性研究 |
CHIANG MI-HSIU,YUEH MENG-LAN |
|
2009.07 ~ 2009.11 |
|
MOST Projects |
97 |
固定期間信用違約交換之評價 |
YUEH MENG-LAN |
Principal Investigator |
2008.08 ~ 2009.09 |
National Science and Technology Council |