Research lab:Cheng-Hsi Bldg.917
Tel:(02)2322-6517 Fax:(02)2322-6378 E-mail: lfchang@ntub.edu.tw
.Ph.D. in Finance, National Taiwan University
.Financial Statements Analysis, Calculus, Financial Management, Money and Banking
.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)
.“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.
(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)。