黃保憲
助理教授
最高學歷
國立中央大學財務金融學系博士
研究領域與專長
財務工程、衍生性金融商品、金融大數據分析
聯絡方式
研究室/分機: 33124
samphhuang@nkust.edu.tw
研究著作
1. Chang, J. J., Huang, P. H., & Wu, T. P. (2023). Pricing and Risk Management of Multi-Assets Financial Instruments to Natural Disasters. Emerging Markets Finance and Trade, 60(1), 19-43. (SSCI)
2. Chang, J. J., Huang, P. H., & Wu, T. P. (2022). Valuation of Basket Options within the Bernoulli Jump Diffusion Process. Journal of Futures and Options, 15(3), 77-128. (TSSCI)
3. Chang, J. J., Huang, P. H., Lin, K. L., & Lin, J. H. (2021). Pricing Average Interest Rate Options in the LIBOR Market Model. International Review of Accounting, Banking and Finance, 13(1), 17-31. (EconLit)
4. Chang, J. J., Huang, P. H., Liu, Q. J., & Wu, T. P. (2020). Reform and Pricing of Taiwan's Reverse Mortgage Contracts. Review of Securities and Futures Markets, 32(4), 155-202. (TSSCI)