¼ï¬F§» Pan, Zheng-Hung
Higher Education
Master ,
Institute of Finance
,
National Chiao Tung University
,
Thesis: Vulnerable Option Pricing¡G The dual problem
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
Review of Stochastic Calculus for Finance -
1.General Probability Theroy
Review of Stochastic Calculus for Finance -
4-1 Ito's lemma
Review of Stochastic Calculus for Finance -
5-4 Fundamental Theorems of Asset Pricing
Review of Stochastic Calculus for Finance -
7.3 Knock-out Barrier Option
Pricing Black-Scholes options with correlated credit risk Peter Klein (1996)
Pricing call option with correlation under the first passage model
Review of Stochastic Calculus for Finance -
8-4 Finite-Expiration American Put
Vulnerable barrier Option under Merton's structural model
