劉亮志 Liu, Liang-Chih

Journal Publications

Tian-Shyr Dai, Sharon Yang, and Liang-Chiu Liu. `` Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks.'' Insurance: Mathematics and Economics Forthcoming.

Conference Publications

• Tian-Shyr Dai, Chuan-Ju Wang, Liu Liang-Chih Evaluating Corporate Bonds with Complex Debt Structure 23rd European Financial Management Association (EFMA) conference
• Evaluating Corporate Bonds and Analyzing Market Participants Behaviors with Complex Debt Structure Tian-Shyr Dai, Chuan-Ju Wang, and Liang-Chih Liu 2015 FMA Annual Meeting. Best Paper Award in Derivatives

Talks and Presentations

• Review of Stochastic Calculus for Finance - 2 Information and Conditioning
• Review of Stochastic Calculus for Finance - 4.5 Black-Scholes-Merton Equation
• Review of Stochastic Calculus for Finance - 7.4 Lookback Option - part 1 (7.4.1~7.4.3)
• Review of Stochastic Calculus for Finance - 7.4.4 Lookback Option - part 2
• How does Microsoft Excel solver deal with nonlinear problems – A simple example
• Gaussian Copula One-Factor Model
• Review of Liability Structure
• Survey:Corporate Bond Valuation with Stochastic Interest Rates and Endogenous Bankruptcy
• Optimal Conversion and Put Policies