Institute of Finance
National Chiao Tung University
A Novel Lattice Model for Credit Risk Measurement with Stochastic Interest Rate
Slides for Oral Defenses
2008 Financial Risk Manager Examination
Talks and Presentations
Two-dimensional binomial lattice for the resulting orthogonalized diffusions.
Orthogonalized VS. Matching Moment
Stochastic Calculus for Finance II - Contunuous-Time Models
5.2 Risk-Neutral Measure.