陳季平(Edison Chen)
Higher Education
Master ,
Institute of Finance
,
National Chiao Tung University
Thesis: 在風險中立測度下分析可轉換債的提前與延遲贖回現象以及與其他實證研究做比較
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
Survey: Early and late calls of convertible bonds: Theory and evidence
A Novel Error-Reducing Approach on the Fast Fourier Transform Option Valuation
3DTree
Shreve 3.4-3.5
2014年5月論文進度