汪逸真
副教授
最高學歷
國立台灣大學 財務金融博士
研究領域與專長
債券市場、衍生性商品評價
聯絡方式
研究室/分機 : C517/33115
yjwang@nkust.edu.tw
研究著作
1. Szu, W. M., Wang, Y. C., & Yang, W. R. (2015). How does investor sentiment affect implied risk-neutral distributions of call and put options?. Review of Pacific Basin Financial Markets and Policies, 18(02), 1550010.
2. Wang, Y. C., Wang, C. W., & Huang, C. H. (2015). The impact of unconventional monetary policy on the tail risks of stock markets between US and Japan. International Review of Financial Analysis, 41, 41-51.
3. Fabozzi, F. J., Wang, Y. C., Yeh, S. K., & Chen, R. R. (2009). An empirical analysis of the CDX index and its tranches. Applied Economics Letters, 16(14), 1425-1431.
4. Yi-Chen Wang, Yueh-Neng Lin, Shih-Kuo Yeh，Pricing Clusting in U.S. Listed Equity Options，第三屆交通大學財務金融國際研討會，2010.01
5. 葉仕國，朱漢興，汪逸真，雙變數二元數支股價選擇權評價模型，2010台灣財務金融學會年會記中布財金學術聯盟研討會，2010.05
6. Yi-Chen Wang, Yuan-Hung Hsuku, Shih-Kuo Yeh，Impact of Put Warrant Introductions on the Time-Varying Volatility and Trading Properties of Underlying Stocks，Fourteenth Annual Conference on Pacific Basin Finance Economics and Accounting，2006.06
7. Yi-Chen Wang, Yuan-Hung Hsuku, Shih-Kuo Yeh，Impact of Put Warrant Introductions on the Time-Varying Volatility and Trading Properties of the Underlying Stocks，The 14th Conference on Pacific Basin, Finance, Economics, Accounting, and Business，2006.05
8. Chang-Chun Cheng, Wen-Chung Guo, Yijen Wang，Investments in Technological Innovations with a Jump Process，Eastern Financial Associations，2003.04