鍾明璋
Chung, Ming-Chang
Higher Education
Master (2008),
Institute of Finance
,
National Chiao Tung University
,
Thesis:
A Novel Lattice Model for Credit Risk Measurement with Stochastic Interest Rate
Slides for Oral Defenses
.
Adviser: Prof.
Keh-Luh Wang
and Prof.
Tian-Shyr, Dai
2008 Financial Risk Manager Examination
Talks and Presentations
Two-dimensional binomial lattice for the resulting orthogonalized diffusions.
Orthogonalized VS. Matching Moment
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
5.2 Risk-Neutral Measure.