黃 裕 烈 Yu-Lieh Huang
Dept. of Quantitative Finance, NTHU
Yu-Lieh Huang has taught the following courses at National Tsing Hua University.
COURSES
Mathematical Finance (數理金融)
The main focus of this course is on
the relationship between mathematical tools (e.g., linear algebra,
statistics and time series analysis) and capital markets (i.e. stock
markets, bond markets, etc.). Lecture notes with slide
format will be available to accompany many lectures. Office hours
are by appointment only. Graduate students are welcome to drop by
any time.
Financial Time Series (財務時間序列分析)
This course examines the models and statistical techniques used to study time series data in finance. The course has two specific objectives. The first objective is to bring students into the field of econometrics. The second is to equip students with the tools necessary for state-of-the-art empirical research with financial time series data. This is oriented towards those students who are likely to use time series data in their thesis or their research.
This course examines the models and statistical techniques used to study time series data in finance. The course has two specific objectives. The first objective is to bring students into the field of econometrics. The second is to equip students with the tools necessary for state-of-the-art empirical research with financial time series data. This is oriented towards those students who are likely to use time series data in their thesis or their research.
Financial Econometrics (財務計量經濟學)
This is a course for graduate students. The materials in this course are arranged based on different estimation methods: e.g., least squares method, quasi-maximum likelihood method, and bayesian analysis. Each chapter will be concentrated on a particular estimating method which includes various financial models as examples and exercises. Lecture notes with slide format will be available to accompany many lectures. Office hours are by appointment only. Graduate students are welcome to drop by any time.
This is a course for graduate students. The materials in this course are arranged based on different estimation methods: e.g., least squares method, quasi-maximum likelihood method, and bayesian analysis. Each chapter will be concentrated on a particular estimating method which includes various financial models as examples and exercises. Lecture notes with slide format will be available to accompany many lectures. Office hours are by appointment only. Graduate students are welcome to drop by any time.
FEATURED EVENTS
