計畫
(Principal Investigator)


第 1 到 28 筆結果，共 28 筆。

啟始時間標題P-Investigator經費來源
2025三元樹的收斂速度、隱含樹、與避險分析YUH-DAUH LYUUNational Science and Technology Council
2024三元樹的收斂速度、隱含樹、與避險分析YUH-DAUH LYUUNational Science and Technology Council
2023三元樹的收斂速度、隱含樹、與避險分析YUH-DAUH LYUUNational Science and Technology Council
2022障礙選擇權的三個面向：多資產、隨機波動模型、與破產預測YUH-DAUH LYUUNational Science and Technology Council
2021障礙選擇權的三個面向：多資產、隨機波動模型、與破產預測YUH-DAUH LYUUNational Science and Technology Council
2020障礙選擇權的三個面向：多資產、隨機波動模型、與破產預測YUH-DAUH LYUUNational Science and Technology Council
2019波動模型的樹狀圖與衍生性金融商品之希臘字母模擬計算方法YUH-DAUH LYUUNational Science and Technology Council
2018波動模型的樹狀圖與衍生性金融商品之希臘字母模擬計算方法YUH-DAUH LYUUNational Science and Technology Council
2017波動模型的樹狀圖與衍生性金融商品之希臘字母模擬計算方法YUH-DAUH LYUUNational Science and Technology Council
2016波動模型與多資產樹狀圖的理論與複雜度YUH-DAUH LYUUNational Science and Technology Council
2015波動模型與多資產樹狀圖的理論與複雜度YUH-DAUH LYUUNational Science and Technology Council
2014波動模型與多資產樹狀圖的理論與複雜度YUH-DAUH LYUUNational Science and Technology Council
2013衍生性金融商品計價演算法、公式、複雜度YUH-DAUH LYUUNational Science and Technology Council
2012衍生性金融商品計價演算法、公式、複雜度YUH-DAUH LYUUNational Science and Technology Council
2011衍生性金融商品計價演算法、公式、複雜度YUH-DAUH LYUUNational Science and Technology Council
2010GARCH類模型與多變數衍生性金商品之理論與計價演算法YUH-DAUH LYUUNational Science and Technology Council
2010前瞻晶片系統設計(SoC)學程計畫-SOC嵌入式系統軟體YUH-DAUH LYUUMinistry of Education
2009GARCH類模型與多變數衍生性金商品之理論與計價演算法YUH-DAUH LYUUNational Science and Technology Council
2009前瞻晶片系統設計(Soc)學程計畫-SOC嵌入式系統軟體YUH-DAUH LYUUMinistry of Education
2008服務業-信用風險管理YUH-DAUH LYUUNational Science and Technology Council
2008GARCH類模型與多變數衍生性金商品之理論與計價演算法YUH-DAUH LYUUNational Science and Technology Council
2007路徑相關型與彩虹型衍生性金商品之效率計價演算法(3/3)YUH-DAUH LYUUNational Science and Technology Council
2006路徑相關型與彩虹型衍生性金商品之效率計價演算法(2/3)YUH-DAUH LYUUNational Science and Technology Council
2006資產證券化商品之訂價(1/3)YUH-DAUH LYUUNational Science and Technology Council
2005路徑相關型與彩虹型衍生性金商品之效率計價演算法(1/3)YUH-DAUH LYUUNational Science and Technology Council
2004兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(3/3)YUH-DAUH LYUUNational Science and Technology Council
2003兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(2/3)YUH-DAUH LYUUNational Science and Technology Council
2001複雜金融衍生性商品之計價演算法研究(I)YUH-DAUH LYUUNational Science and Technology Council