Publications

Results 1-35 of 35 (Search time: 0.02 seconds).

Issue DateTitleAuthor(s)TypescopusWOSFulltext/Archive link
12017Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisisSHYAN-YUAN LEE ; Chiou, Wan Jiun Paul; Chung, Yi Fangjournal article11
22011建構台灣投資等級信用組合與其基礎相關性之研究李賢源 ; 鍾懿芳; 陶亞蘭journal article00
32009Dynamic Models of Portfolio Credit Risk with Linear Growth Jump and Birth ProcessSHYAN-YUAN LEE conference paper
42009Extending the maturity of a defaulting debt - The longstaff model revisitedSHYAN-YUAN LEE ; Chung, Yi Fangjournal article20
52009Empirical Performance of the Constant Elasticity Variance Option Pricing Model李賢源; SHYAN-YUAN LEE ; Chen, Ren-Raw; Lee, Cheng-Fewjournal article180
62009Extending the Maturity of a Defaulting Debt-Longstaff Model Revisited李賢源 journal article
72008隨機過程下資產負債配適的正數管理李賢源 report
82008公司倒帳時債務展延之決策分析李賢源 report
92008Extend the debt as it is not deeply out-of-the-moneySHYAN-YUAN LEE journal article
102007The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward RatesSHYAN-YUAN LEE conference paper
112007隨機模式下保險公司盈餘管理:情境基礎資產配置策略李賢源 journal article
122007隨機模式下保險公司盈餘管理:情境基礎資?配置策略邱嘉洲; 李賢源 journal article00
132007不同利率模型,不同標的利率之利率選擇權評價差異分析李賢源 journal article
142006Shift Function and Bond Price Formulas for the Extended Vasicek Model Which Fits Both Yield Curve and Volatility Curve李賢源 journal article
152006利率交換之利差期間結構模型-吻合殖利率曲線與分析解李賢源 ; 朱香蕙; 許嘉玲journal article
162006利率交換之利差期間結構模型—吻合殖利率曲線與分析解SHYAN-YUAN LEE journal article
172005與信評歷史相關之信用價差期間結構模型李賢源 report
182004提升債券組合凸性之研究:考慮時間經過效果與殖利率非平行移動李賢源 report
192003平均利率買權之評價、避險及應用李賢源 ; 謝承熹; 陳其財journal article00
202003“金融風險管理與國際接軌”座談會楊雅惠; 黃永仁; 楊恒華; 陳季筑; 李賢源 ; 傑, 張士; 財, 蔡進; 烈, 曾國journal article00
212003不同標的利率、殖利率曲線、波動結構對標準與亞式利率上限契約價值的影響李賢源 report
222002歐式保本型選擇權之設計與定價潘璟靜; 李賢源 ; 吳土城journal article00
232002亞式利率選擇權之評價與避險:連續型 vs 間斷型李賢源 report
242001保護進場時機與出場時機之認購權證:設計、評價與避險李賢源 report
252000配適台灣票券市場遠期利率曲線:最大平滑度法與即期利率直接推估法李賢源 report
262000金融危機整合型研究─債券市場發展與金融危機李賢源 report
271999中央政府公債利率期間結構之研究:VASICEK模型與三次指數式逐步嵌入模型之比較李賢源 report
281998Model selection for causal models: The global procedure with AIC C and AIC USHYAN-YUAN LEE ; Tsai, Chih Lingjournal article10
291998最大平滑度遠期利率曲線配適模型之再探討李賢源 ; 林慧貞journal article00
301997臺灣公債OSRS式保証金交易之最適契約李賢源 ; 陳業寧journal article00
311996台灣票券市場報酬率特性之研究李賢源 ; 林玫吟journal article00
321996Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-Expected Utility Model李賢源 journal article00
331995Dedicated Bond Portfolios:Construction and Rebalancing with R.O.C. Government Bonds李賢源 ; SHYAN-YUAN LEE ; Lee, Shyan-Yuan journal article
341994The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward RatesLee, Shyan-Yuan conference paper
351993Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-expected Utility ModelLee, Shyan-Yuan conference paper