ȘL„°ȘN Lin, Hung-Chieh
Higher Education
Master (2008),
Institute of Finance
,
National Chiao Tung University
,
Thesis: Pricing Portfolio Credit Derivatives Using a Simplified Dynamic Model
Adviser: Prof.
Keh-Luh Wang
and Prof.
Tian-Shyr, Dai
Talks and Presentations
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
:
6.5 Interest Rate Models
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
:
8.2 Stopping Times
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
:
8.3 Perpetual American Put [~8.3.2]
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
:
9.3 Foreign and Domestic Risk-Neutral Measures 9.3.4~
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
:
9.4 Forward Measures
Pricing Portfolio Credit Derivatives Using a Simplified Dynamic Model
