姓名 | 劉裕宏 | |
---|---|---|
職稱 | 副教授兼財務長 | |
yuhong@mail.ncku.edu.tw | ||
辦公室 | 63310 | |
分機 | 53429 | |
專長領域 | 衍生性金融商品訂價、風險管理、財務管理、資產證券化 |
- 學歷
- 台大國際企業所財工組博士
- 台大資訊工程碩士
- 交大資訊科學學士
- 經歷
- 成大會計系副教授
- 成大會計系助理教授
- 成大財務處理財組組長
- 台灣財務工程協會監事 2015.7-訖今
- 精湛光學科技獨立董事104.11-106.2
- 成大投資諮詢委員
- 成大會計文教基金會執行長
- 成大財務處副財務長
- 期刊論文
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[1] Liu Y. H., 2009, “Pricing Fuzzy Vulnerable Options and Risk Management”, Expert Systems with Applications (SCI). Accepted and Forthcoming. (NSC 95-2416-H-006-037-).
[2] Wang, M. L., Y. H. Liu, and Y. L. Hsiao, 2009, “Barrier Option Pricing: A Hybrid Method Approach”, Quantitative Finance. Accepted and Forthcoming. (SSCI)
[3] Liu, Y. H., M. W. Hung, I. M. Jiang and C. H. Kuei, 2008, “A Recursive Evaluation Approach to Price Catastrophe Derivatives”, Asian Pacific Journal of Financial Studies. Vol 37, No. 4, 569-598. (SSCI).
[4] Chang S. L., M. W. Hung and Y.H. Liu, 2007, “Contributions to International Finance Journals by Taiwanese Universities and Colleges”, Review of Securities and Futures Markets, Vol 19, No. 3, 1-22. (TSSCI)
[5] Hung M.W. and Y.H. Liu, 2006, “Valuation of Weather Derivatives”, Journal of Financial Studies, Vol. 14 No. 1. 73-106. (TSSCI)
[6] Hung M.W. and Y.H. Liu, 2005, “Pricing Vulnerable Options in Incomplete Markets”, Journal of Futures Markets, 135-170. (SSCI)
[7] Chung, C. F., M.W. Hung and Y.H. Liu, 2003, “Long Memory in
Currency Futures Volatility”,Research in Finance, 139-158. (FLI)
- 研討會論文
[1] Liu Y. H., I. M. Jiang and M. K. Lai, 2008, “Non-identically Rational Option Pricing and Its Applications”, the 16th National Conference on Fuzzy Theories and Its Applications, Chung-Li, Taiwan. (Best Paper Award in Financial Field).
[2] Wang, M. L. and Y. H. Liu, 2006, “Barrier Option Pricing: A Hybrid Method Approach”, NSYSU, the 14th Conference on Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.
[3] Hung M.W. and Y.H. Liu, 2005, “Valuation of Weather Derivatives”, NCKU, Conference on Finance, Tainan, Taiwan.