Dr. Che-Chun Lin (林 哲 群 博 士)
Technology Science Management College
Department of Quantitative Finance
+886-3-574-2419
Publications:
A. Journal Article
1. Tyler T. Yang, Che-Chun Lin, and Man Cho, “Collateral Rsik in Residential Mortgage Defaults,” Journal of Real Estate Finance and Economics, (Forthcoming). (EconLit, FLI, SSCI). (NSC Rated Level A Journal under Finance Area).
2. Edward Chang and Che-Chun Lin, “At a First Glance of Taiwan's Mortgage Default Rates,” (in Chinese), Joint Credit Information Center Bimonthly, (Forthcoming).
3. Che-Chun Lin and Edward Chang, “Exotic Mortgage Products at a First Glance,” Joint Credit Information Center Bimonthly, (Forthcoming).
4. Che-Chun Lin, Yu-Lieh Huang, and Chiuling Lu, “Estimating Mortgage Prepayment Rates by Gibbs Sampling Approach,” Advances in Quantitative Analysis of Finance and Accounting, (Forthcoming). (FLI).
5. Chia-Wei Lin, Edward Chang, and Che-Chun Lin, 2007, “Estimating Mortgage Termination Rates with Separate Loan Age Functions,” (in Chinese), Review of Securities and Futures Markets, 19(4), 47-72. (TSSCI).
6. Che-Chun Lin, Ting-Heng
Chu, and Larry J. Prather, 2006, “Valuation
of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed,”
Review of Quantitative Finance and Accounting, 26(1), 41-54. (EconLit, FLI).
7. Che-Chun Lin, Ting-Heng
8. Che-Chun Lin, and Tyler T.
Yang, 2005, "Curtailment
as A Mortgage Performance Indicator,” Journal of Housing Economics,
14(3), 294-314. (EconLit, FLI, SSCI).
9. Richard. J. Buttimer and Che-Chun
Lin, 2005, “Valuing
10. Ting-Heng
11. Che-Chun
Lin and Lan-Chih Ho, 2005, “Valuing
Individual Mortgage Servicing Contracts: A Comparison between Fixed-Rate
Mortgages and Adjustable-Rate Mortgages,” Review of
12. 林哲群，林曉芳, 2004,“住宅抵押債權事務性權利之評價,”台灣土地金融季刊，四十一卷，第二期(160).
13. 黃玉霜，周清佳，林哲群, 2003,“應用動態提前清償模型評價住宅抵押貸款證券,”住宅學報﹐12(1), 43-56. (TSSCI)
14. Che-Chun Lin, 2003, “Valuing
Individual Mortgage Servicing Contracts: An
Option-Adjusted Spread Approach,” Journal of
Housing Studies, 12 (1), 31-42. (TSSCI)
.
B. Conference
1. Che-Chun Lin (2009), “Pricing Failure of Subprime CDO Tranches – What Went Wrong?,” The American Real Estate and Urban Economics Association Annual Conference, San Francisco, USA.
2. Che-Chun Lin (2008), “Collateral Risk in Residential Mortgage Defaults,” The 13th AsRES Annual Conference, Shanghai, China.
3. Che-Chun Lin (2008), “Default Risk and Relative Value of “Exotic” Mortgage Products: A Multi-factor Simulation Approach,” The American Real Estate and Urban Economics Association Annual Conference, New Orleans, USA.
4. Che-Chun Lin (2006), “Balancing Prepayment Risk and Interest Rate Risk,” The 11th AsRES Annual Conference, Vancouver, Canada.
5. Che-Chun Lin (2006), “Collateral Risk in Residential Mortgages,” The American Real Estate and Urban Economics Association Annual Conference, Boston, USA.
6. Che-Chun Lin (2005), “Curtailment as A Mortgage Performance Indicator,” The American Real Estate and Urban Economics Association Annual Conference, Philadelphia, USA.
7. Che-Chun Lin (2004), “Mortgage Curtailment and Default,” The 9th AsRES Annual Conference, New Delhi, India.
8. Che-Chun Lin (2004), “ An Options-Based Model of Mortgage Servicing Rights,” The 16th AREUEA Annual International Conference, Frederiction, New Brunswick, Canada; 2004 European Real Estate Society Conference, Milan, Itlay.
9. Che-Chun Lin (2003), ”Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable-Rate Mortgage and Fixed-Rate Mortgage,” The 11th Annual Conference on Pacific Basin Finance, Economics and Accounting, Taipei.
10. Che-Chun Lin (2003) “Estimating Prepayment Rate by Cibbs Sampling Method: The Case of Taiwan,” The 11th Annual Conference on Pacific Basin Finance, Economics and Accounting, Taipei,
11. 林哲群 (2002)﹐”評估抵押債權事務性服務權利的價值- (Option-Adjusted Spread)的方法,“中華民國住宅學會。
12. 林哲群 (2001), ”私人房屋抵押服務權合同的評估,” 北京大學中國經濟研究中心 (CCER), 北京市, 中華人民共和國。
13. Che-Chun Lin (2001), ”A Lattice Valuation Model of Mortgage Servicing Rights and Implications for Bank Loan Portfolio Allocation,” Dissertation Works Presentation in ASSA Ph.D. Candidate Seminar, New Orleans, U.S.A
C. Books
1. 林哲群 (2009),“金融資產證券化(四版),”財團法人中華民國證券暨期貨市場發展基金會。
2. 林哲群 (2005),“住宅抵押貸款證券化,”財團法人中華民國證券暨期貨市場發展基金會。
3. 林哲群，王純貞, (2003),“外國公部門及非營利組織有關婦女創業與微型企業之輔導制度與作法”
4. Che-Chun Lin (2001), ” A Lattice Valuation Model of Mortgage Servicing Rights and Implications for Bank Loan Portfolio Allocation ”, The University of Texas, Arlington, (Ph. D. Dissertation).