林華一 (Hua-Yi Lin)

Higher Education

• Master , Institute of Finance, National Chiao Tung University
  • Thesis: A Novel Error-Reducing Approach on the Fast Fourier Transform Option Valuation
  • Adviser: Prof. Tian-Shyr Dai

  Conference Publications

  • Chun-Yuan Chiu, Tian-Shyr Dai, Hua-Yi Lin, Improving Pricing Accuracy for Various Numerical Methods with the General Control Variate Method, The 22nd Annual Conference on. Pacific Basin Finance, Economics, Accounting, and Management.

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  Talks and Presentations

  • Interest Rate Models An Introductio - Ch 2.3 The Long-Term Spot Rate、2.7 Exercise
  • Interest Rate Models An Introductio - Ch 4.1~4.2 Continuous time Interest rate models
  • Thesis Progress Report_1011_Universal_error-reducing_methodology_on_option_pricing
  • Thesis Progress Report_1128_Universal_error-reducing_methodology_on_option_pricing
  • A Novel Error-Reducing Approach on the Fast Fourier Transform Option Valuation_Oral Exam Slide
  • A Novel Error-Reducing Approach on the Fast Fourier Transform Option Valuation_Master's Thesis