¶À¤_¬À (HUANG, YU-SHAN)
Higher Education
Master ,
Institute of Finance
,
National Chiao Tung University
Thesis:
Empirical study for the call and conversion policies of corporate bonds with several embedded options
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
3.2-Scaled-Random-Walks
3.6-First-Passage-Time-Distribution
3.7-Reflection-Principle
4.5 Black-Scholes-Merton Equation
4.7 Brownian bridge
5.6 Forwards and Futures
