How to reach me?

Chuan-Hsiang(Sean) Han 韓傳祥
Department of Quantitative Finance,
National Tsing Hua University,
101, Section 2, Kuang Fu Road,
Taiwan, 300, ROC.

Tel: +886-3-5742224
Fax: +886-3-3-5621823  


Special Interests: Applied Probability, Financial Mathematics, and Monte Carlo methods.

Current Positions:
  • Associate professor at Department of Quantitative Finance , National Tsing Hua University, Taiwan.
  • Adjunct Associate professor at Department of Mathematics, National Taiwan University.

    Han was a postdoc associate at Institute for Mathematics and its Applications(IMA) , University of Minnesota and Ford Motor Company.

    財務金融工程是什麼? - What is Financial Engineering?

    Students related to FE programs go... there.

    Software Development:
    Nvidia-NTHU 計算金融實驗室 (Nvidia-NTHU Joint Laboratory on Computational Finance).

  • Lecture Note: Introduction to Matlab GPU Acceleration for Computational Finance. December, 2013.

    波動率資訊平台 (Volatility Information Platform -VIP, Beta Version) - for volatility analysis and applications 波動率分析及應用 ( Online estimation of volatilities including historical vol, EWMA model, instantaneous vol and VIX. Free!
    How to use it? Choose either S&P 500 index or TAIEX. Input "End Date" and "Data Length." Submit your query. After few seconds of clouding computing, a drop-down manu shows up for various volatility estimations.
    如何使用:點選“線上波動率估計”,設定好現貨指數與資料區間後,按 “Submit",然後在指數圖形右上角的下拉式點單中,進行不同波動率模式下的估計。

    free counters from Aug. 29, 2012.

    Latest News:
    2015 Matlab Computational Finance seminar 計量財務工程應用研討會. Taipei. June 24, 2015.

    2015金融與科技論壇 (Forum on Finance and Technology). 主題:交易社群與大數據 (Social Trading & Big Data). May 30, 2015. NTHU, Taiwan.

    Trading Valley provides a social platform for retail traders. Welcome for beta-test sign in.

    2015 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事): 數理金融 (Mathematical Finance), July 6 - August 14, Taipei. See past course schedules here.

    NCTS One Day Course on Financial Mathematics. December 14, 2014. National Tsing Hua University, Taiwan.

    A new ebook 計量財務金融 (Quantitative Finance) is coming soon.

    2014 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事): 數理金融 (Mathematical Finance), July 7 - August 15, Taipei. See past course schedules here.

    Invited booth demo at Matlab Computational Finance seminar. Taipei. June 4, 2013.

    Interview by Future Magazine - 元大寶來期貨 Future 季刊專訪.

    2013 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事): 數理金融 (Mathematical Finance), July 8 - August 16, Taipei.

    產學合作課程:「期貨計量系統性交易技術概論」(見授課大綱) 於2013年春季開設,本課程與元大寶來期貨自營部合作教學。修課優良者可獲得由賀氏基金會所提供之『計量財務金融獎學金』 (見詳細辦法),進行實習合作。此課程獲 Future 季刊報導 .

    Jan. 25, 2013. Congratulations to the student team (Christie Chen 陳靜、 Lichia Yeh 葉力嘉、 I-Chien Lai 賴怡誠、Chien-Liang Kuo 郭建良) for winning the first place of 2012 Taiwan CUDA Contest with the annual theme BIG DATA. 2012 台灣 CUDA 程式設計大賽(主題巨量資料(big data)處理)第一名. 新聞聯結: 國家高速網路與計算中心 NVIDIA .
    Project: GPU-Based Monte Carlo Calibration to Implied Volatility Surfaces under Multi-Factor Stochastic Volatility Model.

    WORKSHOP ON "MATHEMATICAL FINANCE AND RELATED ISSUES." September 2-5, 2012, Kyoto Research Park, Kyoto, Japan.

    2012 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事): 數理金融 (Mathematical Finance), July 9 - August 17, Taipei.

    2012金融與科技論壇 (Forum on Finance and Technology). 主題:程式交易 (Theme: Algorithmic Trading). May 19, 2012. NTHU, Taiwan.
    與會人數約320人. (320 people attended this event!)

    Workshop on Stochastic Processes and Applications, NCTS. March 8-9, 2012. NCTS, Taiwan.

    My book with the title 金融隨機計算 (Stochastic Computation in Finance) , published by 新陸書局 Shinlou Books, 2012. See the table of contents here (weblink) or here (pdf).
    This book is a Matlab and Simulink based book. Find its promotion here on the MathWorks Book Program.

    2011 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事): 數理金融 (Mathematical Finance), July 11 - August 19, Taipei.

    Taiwaness Financial Engineer: Course Program and Certification (台灣金融工程師: 課程及證照)... Offered in Septermber 2011, April 2012, then...

    NCTS & CMMSC Seminar on Probability and Statistics with Applications

    Workshop & Spring School on Stochastic Calculus and Applications, Academia Sinica, Taiwan, April 9th - 17th, 2010.

    One-Day Workshop on Stochastics and Finance, NCTS, National Tsing-Hua University, December 28th, 2009.