My Courses in Fall of 2017:

W2W3W4, R205 TSMC BLD 10610QF 526200 金融科技 (Financial Technology)
W8W9Wa, R223 TSMC BLD 10610QF 414900 證券金融實務研討 (Theory and Practice of The Financial Market)

台灣大學資工系-金融科技導論 (Introduction to Financial Technology. Department of Computer Science and Information Engineering, National Taiwan University.)

My Courses in Fall of 2015:

連續時間財務 (Continuous-Time Finance)
金融計算(Computational Finance)

台灣大學數學系-數理金融導論 (Introduction to Mathematical Finance. Department of Mathematics, National Taiwan University.)
Download Chapter One.

Download Quantitative Finance Career: Now and Beyond.

My Courses in Summer of 2015:


中央研究院數學研究所 2015 暑期課程-數理金融 (2015 Summer Course on Mathematical Finance, Academia Sinica)
July 6 - August 14, 2015.

My Courses in Fall of 2014:

隨機財務理論 (Stochastic Financial Theory)

NCTS One Day Course on Financial Mathematics: Talk Title and Abstract.

Download First Talk.

Download Second Talk.

Download Third Talk.

財務工程專題 (Special Topics in Financial Engineering)


台灣大學數學系-數理金融導論 (Introduction to Mathematical Finance. Department of Mathematics, National Taiwan University.)
My Courses in Summer of 2014:


中央研究院數學研究所 2014 暑期課程-數理金融 (2012 Summer Course on Mathematical Finance, Academia Sinica)
July 7 - August 15, 2014.

My Courses in Summer of 2013:


中央研究院數學研究所 2013 暑期課程-數理金融 (2012 Summer Course on Mathematical Finance, Academia Sinica)
July 8 - August 16, 2013.

My Courses in Spring of 2013:


台灣大學數學系-計算金融 (Computational Finance. Department of Mathematics, National Taiwan University.)

連續時間財務 (Continuous-Time Finance)


衍生性商品定價 (Derivatives Pricing)

進度


My Courses in Summer and Fall of 2012:


中央研究院數學研究所 2012 暑期課程-數理金融 (2012 Summer Course on Mathematical Finance, Academia Sinica)
July 9 - August 17, 2012.



台灣大學數學系-數理金融導論 (Introduction to Mathematical Finance. Department of Mathematics, National Taiwan University.)

蒙地卡羅方法於金融工程之應用 (Applications of Monte Carlo Methods on Financial Engineering)

隨機財務理論 (Stochastic Financial Theory)

My Courses in Spring 2012:

衍生性商品定價 (Derivatives Pricing)
連續時間財務 (Continuous-Time Finance)

My Courses in Fall 2011:

波動率專題 (Special Topics in volatility)
隨機財務理論 (Stochastic Financial Theory)

My Courses in Summer 2011:

中央研究院數學研究所 2011 暑期課程-數理金融 (2011 Summer Course on Mathematical Finance, Academia Sinica)
July 11 - August 19, 2011.
數理金融 (Mathematical Finance)

My Courses in Spring 2011:

蒙地卡羅方法於金融工程之應用 (Applications of Monte Carlo Methods on Financial Engineering)

連續時間財務 (Continuous-Time Finance)

My Courses in Fall 2010:

波動率專題 (Special Topics in volatility)

隨機財務理論 (Stochastic Financial Theory)

My Courses in Spring 2010:

財務工程專題 (Special Topics in Financial Engineering)

連續時間財務 (Continuous-Time Finance)

My Courses in Fall 2009:

信用風險專題 (Special Topics in Credit Risk)

隨機財務理論 (Stochastic Financial Theory)

計量財務金融導論 (Introductory Course in Quantitative Finance I)

My Courses in Spring 2009:


衍生性商品定價 (Derivatives Pricing)

連續時間財務 (Continuous-Time Finance)

My Courses in Fall 2008:

信用風險專題 (Special Topics in Credit Risk)

隨機財務理論 (Stochastic Financial Theory)


My Courses in Spring 2008:

財務Copula方法 (Copula Methods in Finance)

連續時間財務(Continuous-Time Finance)

My Courses in Fall 2007:


財務工程專題 (Special Topics in Financial Engineering)

隨機財務理論 (Stochastic Financial Theory)

My Courses in Spring 2007:


衍生性商品定價(Derivatives Pricing)

連續時間財務(Continuous-Time Finance)