顏妤芳 Yen, Yu-Fang

Higher Education

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

Thesis: Accurate Multi-nomial Interest Rate Tree Model for Hull-White Term structural Model
Slides for Oral Defenses.
Adviser: Prof. Keh-Luh Wang and Prof. Tian-Shyr, Dai

Talks and Presentations

結合Hull-White模型與求面積法評價雪球型債券

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 4.5 Black-Scholes-Merton Equation.

Shreve: Stochastic Calculus for Finance II - Contunuous-Time Models 5.3 Martingale Representation Theorem.