潘政宏 Pan, Zheng-Hung

Talks and Presentations

• Review of Stochastic Calculus for Finance - 1.General Probability Theroy
• Review of Stochastic Calculus for Finance - 4-1 Ito's lemma
• Review of Stochastic Calculus for Finance - 5-4 Fundamental Theorems of Asset Pricing
• Review of Stochastic Calculus for Finance - 7.3 Knock-out Barrier Option
• Pricing Black-Scholes options with correlated credit riskPeter Klein (1996)
• Pricing call option with correlation under the first passage model
• Review of Stochastic Calculus for Finance - 8-4 Finite-Expiration American Put
• Vulnerable barrier Option under Merton's structural model