林亨利

Higher Education

Master , Institute of Finance, National Chiao Tung University

Thesis: TBA
Adviser: Prof. Tian-Shyr, Dai

Talks and Presentations

Interest Rate Models An Introductio - Ch 2.1 Example of Arbitrage parallel yield curve shifts、2.2 Fundamental Theorem of Asset Pricing、2.5 forward pricing、2.6 Put-Call Parity

Interest Rate Models An Introductio - Ch 4.3 The PDE Approach to Pricing