何俊儒 Ho, Chun-Ju

Higher Education

Master (2008), Institute of Finance, National Chiao Tung University,

Thesis: Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology (財團法人宋作楠紀念教育基金會碩士論文獎)
Slides for Oral Defenses.
Adviser: Prof. Huimin Chung and Prof. Tian-Shyr, Dai

Publications

Tian-Shyr Dai, Huimin Chung, Chun-Ju Ho, and Wei-Ting Wang "Using the LIBOR Market Model to Price the Interest Rate Derivatives： A Recombining Binomial Tree Methodology”. To appear in 台大管理論叢.

Talks and Presentations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 3.2 Scaled Random Walks

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 4.2 Ito's Integral for Simple Integrands

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 4.5 Black-Scholes-Merton Equation

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 5.4 Fundamental Theorems of Asset Pricing