謝昌宏 Hsieh, Chang-Hung
Higher Education
Master ,
Institute of Information Management
,
National Chiao Tung University
,
Thesis: Pricing Guaranteed Minimum Withdrawal Benefit under Hull-White Interest Rate Model and Dynamical Survival model
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
QuantLib 簡介、安裝及使用範例
Pricing by The Bino-trinomial Tree 穩操勝算(看多型)─中壽
Term Structure, Interser Rate & Other Derivatives-Lecture 1
Survival models in a dynamic context: a survey
20100322_GMWB under Hull-White Interest Rate Model and dynamical survival model
2011_0322_m5_fairA_DEF_GMWBPricing
2011_0322_m5_fairA_WIT_GMWBPricing
2011_0406_m5_MonteCarloMatchPricing
2011_0531_GMWB Priceing with HullWhite
2011_0620_Mortality force among different risk-adjust factors
20100720_Pricing Guaranteed Minimum Withdrawal Benefit under Hull-White Interest Rate Model and dynamical survival model
