鄭凱允 Chang, Kai-Yun

Higher Education

Master , Institute of Finance, National Chiao Tung University,

Thesis: Pricing Barrier Option on Stocks with Discrete Dividend
Adviser: Prof. Keh-Luh Wang and Prof. Tian-Shyr, Dai

Talks and Presentations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 5.6 Forwards and Futures

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 7.5 Asian Options

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 9.1 Introduction & 9.2 Numeraire