戴慈 Tai, Tzu

Higher Education

Master (2007) , Institute of Finance , National Chiao Tung University,

Thesis: Pricing Snowball Notes with Hull-White Term Structure Model
Slides for Oral Defenses.
Adviser: Prof. Keh-Luh Wang and Prof. Tian-Shyr, Dai

Publications

Dai, . T.-S., Wang, K.-L, and Tai, T. “Pricing Snowball Notes with Hull-White Model and Quadrature Methods" in TFA 2008 Hualin, Taiwan.
Dai, . T.-S., Wang, K.-L, and Tai, T. “A Novel Tree Model for Evaluating Credit Risk based on Enhanced Structure Model" in Quantitative Mathematical Finance Conference 2008 Syndey, Australia.
Dai, . T.-S., Wang, K.-L, and Tai, T. “ Pricing Snowball Notes with Hull-White Model and Quadrature Methods" forthcoming in Journal of Futures and Options.

Talks and Presentations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models Exercise CH1

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models Exercise CH2

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models Exercise CH3

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models Exercise CH4

Dose Default Risk in Coupons Affect the Valuation of Corporate Bonds? : A Contingent Claims Model