MENG-LAN YUEH
Full-time
Name MENG-LAN YUEH
Email mlyueh@nccu.edu.tw
Office Tel No. 81129
Research Expertise Financial Engineering、Interest Rate Models、 Risk Management、Credit Risk Model
Teaching Field Financial Engineering、Interest Rate Models、 Risk Management、Credit Risk Model
Job Title Associate Professor
Year Paper Title
2018 A. L-C Chan*;Yu-Ting Jian;Meng-Lan Yueh;Yi-Ting Hsieh, 2018.05, 'The Effect of the Board of Directors’ Banking Experience on Syndicated Loan Features, ' Journal of Contemporary Accounting, Vol.Vol. 19, No.No. 1, pp.pp. 41-75.(TSSCI)(*為通訊作者), 420850
2016 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), 412166
2015 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), 408330
2010 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), 303710
2010 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), 306451
2009 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), 273101
2008 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), 273095
2008 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), 273100
2007 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), 273094
Project Category Year Project Title Participartor Job Title Period Unit
MOST Projects 107 亞洲上市的槓桿型ETF之績效表現 YUEH MENG-LAN Principal Investigator 2018.08 ~ 2019.07 Ministry of Science and Technology
MOST Projects 106 槓桿型ETF選擇權的資訊內涵 YUEH MENG-LAN Principal Investigator 2017.08 ~ 2018.12 Ministry of Science and Technology
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 Ministry of Science and Technology
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 共同主持人 2016.01 ~ 2016.04 中華民國證券商業同業公會
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 Ministry of Science and Technology
MOST Projects 102 沙賓法案和聯貸債權(2/2) YUEH MENG-LAN Principal Investigator 2014.08 ~ 2015.07 Ministry of Science and Technology
MOST Projects 102 沙賓法案和聯貸債權(1/2) YUEH MENG-LAN Principal Investigator 2013.08 ~ 2014.07 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 協同主持人 2009.07 ~ 2009.11 臺灣期貨交易所股份有限公司
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 Ministry of Science and Technology
School Name Department Degree Duration
The University of Warwick Finance Ph.D. 1997.10 ~ 2002.12
Master 1991.09 ~ 1993.06
Bachelor 1987.09 ~ 1991.06
Experience Category Job Title
Current 副教授
Current 副教授
Current 助理教授