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 金融與科技讀書會 (2015 Finance and Technology Reading Club). December 19, 2015. NTU, Taiwan.

    Quantitative Trading and QFFERS are blogs focusing on quantitative trading strategies and Fin Tech development. It is currently affiliated with Trading Valley (立鼎科技), Fugle (群馥科技) , Sim M Cloud (策略雲) , and Stockfeel (股感知識網) . Welcome fin tech companies to join us!

    Trading Valley has been selected into 2015 SVTA Immersion Program supported by SVT Angles fund. Trading Valley 獲選進入矽谷天使創投組織 SVT Angels舉辦之 SVTA Immersion Program,前往矽谷進行為期3個月之密集培訓。

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

    One Day Workshop on Financial Mathematics with Applications. Academia Sinica. Taipei, Taiwan. July 10, 2015.

    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.

    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.