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welcome to department of finance

Chang, Lung-fu

 Chang  Lung-Fu

 

Research lab:Cheng-Hsi Bldg.917

Tel:(02)2322-6469
Fax:(02)2322-6378
E-maillfchang@ntub.edu.tw


 Education

.Ph.D. in Finance, National Taiwan University


 Courses

.Financial Statements Analysis, Calculus, Financial Management, Money and Banking


 Journal papers

.Chang, Lung-fu and Mao-wei Hung, 2007, “Valuation of Vulnerable American Options with Correlated Credit Risk,” Review of Derivatives Research, 9, 137-165. (FLI, 國科會財務類B+級優良期刊)
.Chang, Lung-fu and Mao-wei Hung, 2009, “Analytical Valuation of Catastrophe Equity Options with Negative Exponential Jumps,” Insurance: Mathematics and Economics, 44, 59-69. (SSCI, Impact Factor = 0.756)


 Conference papers

.“Pricing American Options with Counterparty Risk” (with M. Hung), in the Academic Conference of International Business, Graduate Institute of International Business, National Taiwan University, Taipei, Taiwan, 2006.

“Valuation of Reset Options: A Flexible-Lattice Method.” (with W. Chen), in the Academic Conference of Global Investment, National Kaohsiung First University of Science and Technology, Kaohsiung , Taiwan , 2001.


 Others

(1) 專書及專書論文
. “財務金融研究”,臺灣大學博士論文(2007)。

. “新金融商品個案集I (陳威光編著)— PRIME and SCORE ” ,p338-p352,智勝出版社(2003)。

 

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