王薇婷 Wang, Wei-Ting

Higher Education

Master , Institute of Finance, National Chiao Tung University,

Thesis: Using the LIBOR Market Model to Price the Interest Rate Derivatives： A Recombining Binomial Tree Methodology
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 : 6.4 Partial Differential Equations

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models : 8.3 Perpetual American Put

How Does Creditor’s Liquidation Decision Affect Debt and Equity Values with Stochastic Interest Rate?

Credit Risk : 2.1 Default Claims

Credit Risk : 3. First Passage Time Model