Dai, Tian-Shyr

戴天時 (Dai, Tian-Shyr)

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Higher Education

Positions Held

Honors and Awards



Course Information

Students and Their Dissertations (or Independence Study)

  1. 杜宛珮 A Novel Lattice for Pricing Defaultable Corporate Bonds
  2. 戴慈 Pricing Snowball Notes with Hull-White Term Structure Model
  3. 王志勛 Pricing Snowball Notes with Quadrature Methods
  4. 邱奕隆 pricing discrete barrier options with trino-binomial tree
  5. 羅紹玫 Calling C++ Developed DLL and XLL by Excel [1] [2]
  6. 張筱琳 Pricing Options with Quasi-Monte Carlo Simulation
  7. 何俊儒 Using the LIBOR market model to price the interest rate derivative
  8. 陳政岳 股東權益最大化
  9. 顏妤芳 Accurate Multi-nomial Interest Rate Tree Model for Hull-White Term structural Model
  10. 鍾明璋 A Novel Lattice Model for Evaluating Credit Risk related with Stochastic Interest Rate based on Structural Model.
  11. 林威呈 平行運算用於即時套利策略交易系統


Other Docs


Electronically Yours,

Options, artist ically speaking

Tian-Shyr Dai (cameldai @ mail.nctu.edu.tw or cameldai @ nycu.edu.tw)
Dept. Information and Financial Management
National Yang Ming Chiao Tung University
No. 1001, Ta Hsueh Road,
Hsinchu, Taiwan 300, ROC.
Office: 管一 422室
886-3-571-2121 ext. 57054 (office)

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