Department of Accountancy and Graduate Institute of Finance, NCKU

• Ph.D., National Taiwan University

• Feb.2005-2011 Assistant Professor, Department of Accountancy, NCKU

[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)

[1] Liu Y. H., I. M. Jiang and M. K. Lai, 2008, “Non-identically Rational Option Pricing and Its Applications”, the 16^th 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 14^th 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.