陳博宇 Chen, Bo-Yu

Higher Education

Master , Institute of Finance, National Chiao Tung University,

Thesis: A Novel Lattice Model for Credit Risk Measurement with Hull-White Interest Rate Model
Adviser: Prof. Tian-Shyr, Dai

Talks and Presentations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 6.2 Stochastic Differential Equations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 6.3 The Markov Property

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 7.4 Lookback Options

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 9.3 Foreign and Domestic Risk-Neutral Measures [~9.3.3]

隨機利率下風險模型之衡量