游昀健 (Yu, Yun-Chien)
Higher Education
Master ,
Institute of Finance
,
National Chiao Tung University
Thesis: TBA
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
財務數學4.4 ito doeblin formula
Calibrating-Cat-bonds-for-Mexican-earthquakes
Portfolio optimization in the catastrophe space
Pricing-Default-Risky-Bonds-With-Moral-Hazard-and-Basis
survey-paper1-Pricing of Multiple-Event Coupon Paying CAT Bond
survey-paper2-Cat bond pricing under a product probability measure with POT risk characterization
survey-paper3
利用結構式模型評價巨災權益賣權
