洪敏誠 Hong, Min-Cheng

Higher Education

Master , Institute of Finance, National Chiao Tung University,

Thesis: Corporate Bond Valuation with Stochastic Interest Rates and Endogenous Bankruptcy
Adviser: Prof. Tian-Shyr, Dai

Talks and Presentations

Review of Stochastic Calculus for Finance - Brownian Motion

Review of Stochastic Calculus for Finance - Continuous time

Review of Stochastic Calculus for Finance - Change numeraire

Review of Stochastic Calculus for Finance - 7.2 Maximum of Brownian motion with Drift

期貨、選擇權與其他金融商品 - Cholesky Decomposition