Education | Positions Held | Honors and Awards | Research | Seminar | Courses | Students | Other Docs | Photos | Contacts

Higher Education

• Ph.D. (2004), Department of Computer Science and Information Engineering, National Taiwan University,
  • Thesis: Pricing Asian Options with Lattices (Winner of 11th Annual Fubon Best Doctoral Dissertation Award)
  • Adviser: Prof. Yuh-Dauh, Lyuu
• M.S. (1999), Department of Computer Science and Information Engineering, National Taiwan University,
  • Thesis: Pricing Path-Dependent Options (Winner of 13th Annual Dragon Most Outstanding Thesis Award)
  • Adviser: Prof. Yuh-Dauh, Lyuu

Positions Held

• Associate Professor (2009-present), Department of Information and Financial Management, and Institute of Finance,and Institute of Information Management, National Chiao Tung University
• Assistant Professor (2006-2009), Department of Information and Financial Management, and Institute of Information Management, National Chiao Tung University
• Assistant Professor (2004-2006), Department of Applied Mathematics, Chuan Yuan Christian University

Honors and Awards

• Pricing Path-Dependent Derivatives. 第十三屆龍騰論文獎經營管理類金質獎 。
• “Efficient Algorithms for Average-Rate Options pricing”. 1999年全國計算機會議最佳論文獎
• “Efficient Algorithms for Average-Rate Options pricing”. 2000年中華民國電腦學會論文獎資訊科學類優等獎.
• “使用多層解析格子樹模型評價亞式選擇權的精確演算法”2003年富邦金融研究勤工獎。
• Dai, T.-S., Y. D. Lyuu ,and Jerry Shea. “The Trino-binomial Tree Model: A Simple, and Efficient Tree Model”. Asian FA/FMA 2006 Meeting, Auckland, New Zealand, Jul. 2006. (Winner of the University of Rhode Island best paper awards)
• 95學年度績優導師
• Dai, T.-S. C. J. Wang, and , Y. D. Lyuu "A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables." the Best paper award, the IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), New York City, March 29–30, 2012.

Research

• 財務工程實驗室簡介
• Published Works

Seminar

• Financial Mathematics and Statistics Seminar
• Stochastic Calculus for Finance
• 企業金融的12堂課
• Matlab for Finance
• Interest Rate Models An Introduction