施嘉紋 Shih, Jia-Wen

Higher Education

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

Thesis: Measuring the credit risk under the structural model with the debt strategic service
Adviser: Prof. Huimin Chung and Prof. Tian-Shyr, Dai

Talks and Presentations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models - 6.6 Multidimensional Feynman-Kac Theorems

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models - 7.1~7.2 Maximum of Brownian Motion with Drift

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models - 8.4 Finite-Expiration American Put

Credit Risk - 1.1 Corporate Bonds ~ 1.2 Vulnerable Claims

Credit Risk - 3.2 Black and Cox Model ~ 3.3 Optimal Capital Structure

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models -10.1 Introduction & 10.2 Affine-Yield Models