計畫
(Principal Investigator)



第 1 到 27 筆結果,共 27 筆。

啟始時間標題P-Investigator經費來源
2011使資金成本達到最低的VaR預估策略CHENG-KUN KUONational Science and Technology Council
2011使資金成本達到最低的VaR預估策略CHENG-KUN KUONational Science and Technology Council
2011使資金成本達到最低的VaR預估策略CHENG-KUN KUONational Science and Technology Council
2010檢視信用衍生性商品信用評等之合理性CHENG-KUN KUONational Science and Technology Council
2010檢視信用衍生性商品信用評等之合理性CHENG-KUN KUONational Science and Technology Council
2010檢視信用衍生性商品信用評等之合理性CHENG-KUN KUONational Science and Technology Council
2009最佳整合性風險值計算方法之研究CHENG-KUN KUONational Science and Technology Council
2009最佳整合性風險值計算方法之研究CHENG-KUN KUONational Science and Technology Council
2009最佳整合性風險值計算方法之研究CHENG-KUN KUONational Science and Technology Council
2008考量發行機構違約風險之連動債評價CHENG-KUN KUONational Science and Technology Council
2008考量發行機構違約風險之連動債評價CHENG-KUN KUONational Science and Technology Council
2008考量發行機構違約風險之連動債評價CHENG-KUN KUONational Science and Technology Council
2007考量 Frailty Factors 之 Credit Default Swap 定價CHENG-KUN KUONational Science and Technology Council
2007考量Frailty Factors之Credit Default Swap定價CHENG-KUN KUONational Science and Technology Council
2007考量 Frailty Factors 之 Credit Default Swap 定價CHENG-KUN KUONational Science and Technology Council
2006信用衍生性商品之定價-一個改進的Copula模式CHENG-KUN KUONational Science and Technology Council
2006信用衍生性商品之定價—一個改進的Copula模式CHENG-KUN KUONational Science and Technology Council
2006信用衍生性商品之定價—一個改進的Copula模式CHENG-KUN KUONational Science and Technology Council
2005倒帳相關性估計-一個簡化模式CHENG-KUN KUONational Science and Technology Council
2005倒帳相關性估計-一個簡化模式CHENG-KUN KUONational Science and Technology Council
2005倒帳相關性估計-一個簡化模式CHENG-KUN KUONational Science and Technology Council
2002台股指數期貨市場非線性與混沌現象之測試CHENG-KUN KUONational Science and Technology Council
2002台股指數期貨市場非線性與混沌現象之測試CHENG-KUN KUONational Science and Technology Council
2002台股指數期貨市場非線性與混沌現象之測試CHENG-KUN KUONational Science and Technology Council
2001銀行債卷組合VaR的統計分配與波動性CHENG-KUN KUONational Science and Technology Council
2001銀行債卷組合VaR的統計分配與波動性CHENG-KUN KUONational Science and Technology Council
2001銀行債卷組合VaR的統計分配與波動性CHENG-KUN KUONational Science and Technology Council