李承曄 Lee, Cheng-Yeh
Higher Education
Bachelor ,
Department of Information and Financial Management
,
National Chiao Tung University
,
Independent Study:
巨災賣權
Adviser: Prof.
Tian-Shyr, Dai
Awards
以結構式信用風險模型評價有違約風險及股權稀釋效果下的巨災賣權(103-2815-C-009-019-H). (2014) 李承曄, 大專生國科會計畫 (103年度大專學生研究計畫研究創作獎)
Talks and Presentations
An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process
以結構式信用風險模型評價有違約風險及股權稀釋效果下的巨災權益賣權
20140401(CatEPut)
(20141007)以結構式信用風險模型評價
(20141216)以結構式信用風險模型評價
專題發表Final version(20141227)
jump-diffusion程式報告(20150205)
專題發表(台大)Final version (20150417)
