SHIH-KUEI LIN
Full-time
Job Title Professor
Name SHIH-KUEI LIN
Office Tel No. 81012
Email square@nccu.edu.tw
Job Title Professor
Research Expertise Financial Engineering, Derivatives, Financial Econometrics, Actuarial Finance
Teaching Field 財務工程
Year Paper Title
2021 Shih-Kuei Lin;Ming-Che Chuang;Dong-Jie Fang*, 2021.04, 'Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts, ' NTU Management Review, Vol.31, No.1, pp.117-153.(TSSCI, SCOPUS)(*為通訊作者), 430399
2021 Kin-Boon Tang*;Wen-Jie Zheng;Chao-Yang Lin;Shih-Kuei Lin, 2021.04, 'Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model, ' North American Journal of Economics and Finance, Vol.56, pp.101339.(SSCI)(*為通訊作者), 430402
2021 Shin‑Yun Wang;Ming‑Che Chuang;Shih‑Kuei Lin*;So‑De Shyu, 2021.04, 'Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index, ' Review of Quantitative Finance and Accounting, Vol.56, pp.25-51.(*為通訊作者), 430403
2020 林士貴;郭獻聰;林朝陽*, 2020.06, '檢測價格泡沫與建構泡沫投資組合之績效分析: 台灣上市股票之實證研究, ' 中國統計學報, Vol.58, No.2, pp.128-167.(*為通訊作者), 430511
2020 Kin-Boon Tang*;Shao-Jye Wong;Shih-Kuei Lin;Szu-Lang Liao, 2020.03, 'Excess volatility and market efficiency in government bond markets: the ASEAN-5 context, ' Journal of Asset Management, Vol.21, pp.154–165.(SSCI)(*為通訊作者), 430510
2020 Ming-Che Chuang*;Chin-Hsiang Wen;Shih-Kuei Lin, 2020.03, 'Valuation and Empirical Analysis of Currency Options, ' International Review of Economics and Financie, Vol.66, pp.71-91.(SSCI)(*為通訊作者), 426612
2020 Wu, Yang-Che;Chen, Ting-Fu*;Lin, Shih-Kuei, 2020, 'Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps, ' Quantitative Finance, pp.Accepted.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), 426502
2019 吳宥璇*;林士貴;張瑞珍, 2019.06, '考慮違約風險與隨機利率模型下的匯率連結外幣資產選擇權定價, ' 中國統計學報, Vol.27, No.2, pp.120-157.(TSSCI)(*為通訊作者), 430663
2019 林靜吟;蔡政憲;林士貴;馮冠群*, 2019.06, '隨機利率下可解約利率變動型壽險評價分析, ' 中國統計學報, Vol.57, No.2, pp.87-119.(TSSCI)(*為通訊作者), 430664
2019 Chao-Yang Lin*;Huimei Liu;Jia-Ching Lee;Shih-Kuei Lin, 2019.02, 'Stock Index Options Pricing under Jump Patterns Driven by Market States, ' Emerging Markets Finance and Trade, Vol.56, pp.840-859.(SSCI)(*為通訊作者), 430662
2018 Chuang, Ming-Che;Lin, Shih-Kuei;Chiang, Mi-Hsiu*, 2018, 'Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps, ' Journal of Derivatives, Vol.26, No.2, pp.50-69.(SCOPUS, EconLit)(*為通訊作者), 421643
2017 Yang-Che Wu*;Yi-Ting Huang*;Shih-Kuei Lin*;Ming-Che Chuang*, 2017.11, 'Fair valuation of mortgage insurance under stochastic default and interest rates, ' The North American Journal of Economics and Finance, Vol.42, pp.433-447.(SSCI)(*為通訊作者), 430661
2017 Shih-Kuei Lin;Shin-Yun Wang*;Carl R. Chen;Lian-Wen Xu, 2017.11, 'Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks, ' The North American Journal of Economics and Finance, Vol.42, pp.359-373.(SSCI)(*為通訊作者), 430660
2017 Ming-Che Chuang;So-De Shyu;Shih-Kuei Lin;An-Chi Wu, 2017, 'Realized Jump Risks in the U.S. TB and TIPS Markets, ' International Journal of Information and Management Sciences, Vol.28, No.2, pp.133-152.(EI, TSSCI, SCOPUS), 421646
2017 Ming-Che Chuang;Wan-Ru Yang;Ming-Chi Chen;Shih-Kuei Lin*, 2017, 'Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market, ' European Journal of Finance, pp.1-38.(SSCI, SCOPUS, EconLit)(*為通訊作者), 417922
2016 Shih-Kuei Lin*;Jin-Lung Peng;Wei-Hsiung Chao;An-Chi Wu, 2016, 'The Extension from Independence to Dependence between Jump Frequency and Jump Size in Markov-modulated Jump Diffusion Models, ' The North-American Journal of Economics and Finance,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), 410214
2016 Chih-Chen Hsu*;An-Sing Chen;Shih-Kuei Lin;Ting-Fu Chen, 2016, 'The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices, ' Review of Quantitative Finance and Accounting,.(EconLit)(*為通訊作者)(本論著未刊登但已被接受), 410056
2015 Chang-Yi Li;Son-Nan Chen*;Shih-Kuei Lin, 2015, 'Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium, ' The European Journal of Finance,.(*為通訊作者)(本論著未刊登但已被接受), 408300
2015 Shih-Kuei Lin*;Ting-Fu Chen;Chien-Tsang Lin, 2015, 'Analysis of the Risk Management Strategies for Contingent Convertible Bonds, ' Journal of Financial Studies,.(TSSCI, EconLit)(*為通訊作者)(本論著未刊登但已被接受), 408166
2015 Chien-Hsiu Lin*;Shih-Kuei Lin;An-Chi Wu, 2015, 'Foreign Exchange Option Pricing in the Currency Cycle with Jump Risks, ' Review of Quantitative Finance and Accounting, Vol.44, No.4, pp.755-789.(Financial Literature Index (FLI))(*為通訊作者), 402670
2014 Chih-Chen Hsu*;Shih-Kuei Lin;Ting-Fu Chen, 2014, 'Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options, ' Asia-Pacific Journal of Financial Studies, Vol.43, No.3, pp.317–355.(SSCI)(*為通訊作者), 402854
2014 Shih-Kuei Lin;Yu-Min Lian*;Szu-Lang Liao, 2014, 'Pricing Gold Options under Markov-Modulated Jump-Diffusion Processes, ' Applied Financial Economics, Vol.24, No.12, pp.825–836.(EconLit and FLI)(*為通訊作者), 405560
2014 Shih-Kuei Lin;Chien-Hsiu Lin*;Ming-Che Chuang;Chia-Yu Chou, 2014, 'A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index, ' Economic Modeling, Vol.38, pp.341-350.(SSCI)(*為通訊作者), 402687
2013 Chang, Charles;Fuh, Cheng-Der;Lin, Shih-Kuei*, 2013.08, 'A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications, ' Journal of Banking and Finance, Vol.37, No.8, pp.3204-3217.(SSCI)(*為通訊作者), 387228
2012 Shih-Kuei Lin;Hui-Mei Liu;Tingfu Chen*;Tsung-Wei Lin, 2012, 'Empirical Analysis and Option Pricing under Regime Switching Model with Dependent Jump Size Risks, ' Journal of Risk Management, Vol.14, No.2, pp.161-187.(*為通訊作者), 408167
2012 Shih-Kuei Lin;I-Chun Tsai*;Ming-Chi Chen;Ming-Che Chuang, 2012, 'The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index, ' Journal of Financial Studies, Vol.20, No.3, pp.83-104.(TSSCI)(*為通訊作者), 374651
2012 Tsai, P. L.;Lin, S. K.;Chih, H. H.*, 2012, 'Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option, ' Journal of Management & System, Vol.19, No.2, pp.255-276.(TSSCI)(*為通訊作者), 316008
2011 Chang, Chia-Chien*;Lin,Shih-Kuei*;Yu, Min-Teh*, 2011, 'Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes, ' Journal of Risk and Insurance, Vol.78, No.2, pp.447-473.(SSCI)(*為通訊作者), 315975
2010 Wang, S. Y.*;Lin, S. K., 2010, 'The Pricing and Hedging of Structured notes with Systematic Jump Risk: An Analysis of the USD Knock-Out Reversed Swap, ' International Review of Economics and Finance, Vol.19, No.1, pp.106-118.(SSCI)(*為通訊作者), 315997
2010 Wu, Y. C.*;Liao, S. L.;Lin, S. K., 2010, 'Option Pricing under Levy Processes and GARCH-Levy Processes: An Empirical Analysis on TAIEX Index Options, ' Journal of Management & System, Vol.17, No.1, pp.49-74.(TSSCI)(*為通訊作者), 316009
2010 Chen, Ming-Chi*;Chang, Chia-Chien;Lin, Shih-Kuei;Shyu, D., 2010, 'Estimation of Housing Price Jump Risks and Impact on the Valuation of Mortgage Insurance Contacts, ' Journal of Risk and Insurance, Vol.77, No.2, pp.399-422.(SSCI)(*為通訊作者), 315996
2009 Lin, S. K.*;Chang, C. C.;Powers, M. R., 2009, 'The Valuation of Contingent Capital with Catastrophe Risks, ' Insurance: Mathematics and Economics, Vol.45, No.1, pp.65-73.(SSCI)(*為通訊作者), 315987
2009 Hung, Y. C.;Lin, S. K.;Wu, C. W., 2009, 'Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes, ' Advances in Quantitative Analysis of Finance and Accounting, Vol.7, No.7, pp.95-210.(FLI), 316012
2009 Lin, S. K.;Liao, S. L.*;Lin, T., C., 2009, 'Credit Risks with Levy Processes under a Stochastic Interest Rate: A Structural Form Model, ' Reviews of Securities and Futures Markets, Vol.21, No.4, pp.139-176.(TSSCI)(*為通訊作者), 316011
2009 Wang, R. H.*;Lin, S. K.;Fuh, C. D., 2009, 'An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks, ' Asia-Pacific Journal of Financial Studies, Vol.38, No.5, pp.745-772.(SSCI)(*為通訊作者), 316010
2009 Lin, S. K.*;Wang, S. Y.;Tsai, P. L., 2009, 'Application of Hidden Markov Switching Moving Average Model in Stock Markets: Theory and Empirical Evidence, ' International Review of Economics and Finance, Vol.18, No.2, pp.306-317.(SSCI)(*為通訊作者), 316005
2008 Lin, S. K.*;D. Shyu;Chang, C. C., 2008, 'Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models, ' Journal of Financial Studie, Vol.16, No.2, pp.1-33.(TSSCI)(*為通訊作者), 316014
2008 Lin, S. K.;Chang, C. K.;Liao, S. L., 2008, 'A Recursive Formula of A Participating Contract Embedding A Surrender Option, ' Journal of Financial Studies, Vol.16, No.3, pp.107-147.(TSSCI), 316013
2006 Lin, S. K.;Wang, R. H.;Fuh, C. D., 2006, 'Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk, ' Asia-Pacific Financial Markets, Vol.13, No.3, pp.261-295.(EconLit), 316015
2004 Shih-Kuei Lin*;Cheng-Der Fuh;Tze-Jieh Ko, 2004, 'A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk, ' Journal of Financial Studie, Vol.12, No.1, pp.81-116.(TSSCI)(*為通訊作者), 402688
2003 Cheng-Der Fuh*;Inchi Hu;Shih-Kuei Lin, 2003, 'Empirical Performance and Asset Pricing in Hidden Markov Model, ' Communications in Statistics: Theory and Methods, Vol.32, No.12, pp.2477-2512.(SCIE)(*為通訊作者), 402689
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 110 信用借貸之評分模型與利率訂價-機器學習在P2P平台風險管理之應用(2/2) LIN SHIH-KUEI Principal Investigator 2022.08 ~ 2023.07 Ministry of Science and Technology
MOST Projects 110 信用借貸之評分模型與利率訂價-機器學習在P2P平台風險管理之應用 林士貴 Principal Investigator 2021.08 ~ 2023.07 國立政治大學
MOST Projects 110 信用借貸之評分模型與利率訂價-機器學習在P2P平台風險管理之應用(1/2) LIN SHIH-KUEI Principal Investigator 2021.08 ~ 2023.07 Ministry of Science and Technology
Other Projects 109 教育部人工智慧技術與應用領域系列課程計畫-金融科技智慧應用 CHANG JIA-MING,CHEN YI-NING,LIN SHIH-KUEI,HU YUH-JONG 2020.09 ~ 2022.07 Ministry of Education, Republic of China (Taiwan)
Other Projects 109 永續金融產學專案 YANG SHARON S.,LIN SHIH-KUEI,CHIANG MI-HSIU,HUANG HONG-CHIH,CHEN HONG-YI 2020.02 ~ 2020.11
Other Projects 109 金融科技產學合作培育博士級研發人才計畫 LIN SHIH-KUEI,LIAO SZU-LANG Principal Investigator 2020.02 ~ 2020.07 Ministry of Education, Republic of China (Taiwan)
Other Projects 109 金融科技時代之銀行風險監理與管理研究計畫 LIN SHIH-KUEI,LEE JIE-HAUN,TSANG CHENG-YUN Principal Investigator 2020.01 ~ 2020.12
MOST Projects 108 隨機波動度下股價指數選擇權與波動率指數選擇權之流動性風險溢酬:風險中立與完全競爭下均衡之研究(2/2) LIN SHIH-KUEI Principal Investigator 2020.08 ~ 2021.07 Ministry of Science and Technology
Other Projects 108 GMXB商品風險評估之情境開發 YANG SHARON S.,LIN SHIH-KUEI,HUANG HONG-CHIH 2019.11 ~ 2020.06
MOST Projects 108 隨機波動度下股價指數選擇權與波動率指數選擇權之流動性風險溢酬:風險中立與完全競爭下均衡之研究(1/2) LIN SHIH-KUEI Principal Investigator 2019.08 ~ 2021.07 Ministry of Science and Technology
MOST Projects 108 隨機波動度下股價指數選擇權與波動率指數選擇權之流動性風險溢酬:風險中立與完全競爭下均衡之研究 林士貴 Principal Investigator 2019.08 ~ 2021.07 國立政治大學
MOST Projects 108 交易、投資與風險管理群集智能平台 林士貴 Principal Investigator 2019.06 ~ 2020.05 國立政治大學
MOST Projects 108 交易、投資與風險管理群集智能平台 TSAI YEN-LUNG,LIN SHIH-KUEI Principal Investigator 2019.06 ~ 2020.05 Ministry of Science and Technology
Other Projects 107 教育部人工智慧技術與應用領域系列課程計畫-資訊科學、大數據分析、社群媒體與大數據分析、大數據分析與金融科技 HU YUH-JONG,LIN SHIH-KUEI,LIU YU-LI,CHANG JIA-MING 2018.12 ~ 2020.07 Ministry of Education, Republic of China (Taiwan)
Other Projects 107 制裁與負面新聞查詢:網路爬蟲與資料挖礦 LIN SHIH-KUEI,WANG LI-LING,HSIEH MING-HUA,CHEN KUNG,SUNG HUANG-CHIH,TSAIH RUA-HUAN Principal Investigator 2018.08 ~ 2018.12
Other Projects 107 我國發展結合農漁業保險之天氣期貨交易契約可行性研究 TSAI CHENG-HSIEN,LIN SHIH-KUEI,LIN JAN-JUY 2018.04 ~ 2018.10
Other Projects 107 人工智慧選股策略輔助系統開發暨維護 HSIEH MING-HUA,CHENG TSUNG-CHI,LIN SHIH-KUEI 2018.03 ~ 2020.02
MOST Projects 106 動態相關性多變量 GARCH 模型下附條件債券、利率衍生性商品與信用衍生性商品之評價(2/2) LIN SHIH-KUEI Principal Investigator 2018.08 ~ 2019.07 Ministry of Science and Technology
MOST Projects 106 動態相關性多變量 GARCH 模型下附條件債券、利率衍生性商品與信用衍生性商品之評價 林士貴 Principal Investigator 2017.08 ~ 2019.07 國立政治大學
MOST Projects 106 動態相關性多變量 GARCH 模型下附條件債券、利率衍生性商品與信用衍生性商品之評價(1/2) LIN SHIH-KUEI,LIN SHIH-KUEI Principal Investigator 2017.08 ~ 2019.07 Ministry of Science and Technology
MOST Projects 106 隨機波動度風險、跳躍風險、流動性風險與套利定價(延攬) LIN SHIH-KUEI Principal Investigator 2017.01 ~ 2017.07 Ministry of Science and Technology
MOST Projects 105 隨機波動度風險、跳躍風險、流動性風險與套利定價 LIN SHIH-KUEI Principal Investigator 2016.08 ~ 2017.10 Ministry of Science and Technology
MOST Projects 105 隨機波動度風險、跳躍風險、流動性風險與套利定價 林士貴 Principal Investigator 2016.08 ~ 2017.07 國立政治大學
MOST Projects 105 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH SV 模型之應用(延攬) LIN SHIH-KUEI Principal Investigator 2016.08 ~ 2017.07 Ministry of Science and Technology
MOST Projects 105 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH 與 SV 模型之應用(延攬) LIN SHIH-KUEI Principal Investigator 2016.01 ~ 2016.07 Ministry of Science and Technology
MOST Projects 104 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH 與 SV 模型之應用(2/2) LIN SHIH-KUEI Principal Investigator 2016.08 ~ 2017.07 Ministry of Science and Technology
MOST Projects 104 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH 與 SV 模型之應用(1/2) LIN SHIH-KUEI Principal Investigator 2015.08 ~ 2016.07 Ministry of Science and Technology
Other Projects 104 因應金融進口替代新種商品發展之研究 LIAO SZU-LANG,LIN SHIH-KUEI,CHIANG MI-HSIU 2015.08 ~ 2016.01
MOST Projects 104 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH 與 SV 模型之應用 林士貴 Principal Investigator 2015.08 ~ 2017.07 國立政治大學
MOST Projects 103 槓桿與波動度回饋效果及傳染效應之實證分析、衍生性商品定價與風險管理(2/2) LIN SHIH-KUEI Principal Investigator 2015.08 ~ 2016.10 Ministry of Science and Technology
MOST Projects 103 槓桿與波動度回饋效果及傳染效應之實證分析、衍生性商品定價與風險管理(1/2) LIN SHIH-KUEI Principal Investigator 2014.08 ~ 2015.07 Ministry of Science and Technology
MOST Projects 103 槓桿與波動度回饋效果及傳染效應之實證分析、衍生性商品定價與風險管理 林士貴 Principal Investigator 2014.08 ~ 2016.10 國立政治大學
MOST Projects 102 考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理(2/2) LIN SHIH-KUEI Principal Investigator 2014.08 ~ 2015.10 Ministry of Science and Technology
MOST Projects 102 考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理(1/2) LIN SHIH-KUEI Principal Investigator 2013.08 ~ 2014.07 Ministry of Science and Technology
MOST Projects 102 考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理 林士貴 Principal Investigator 2013.08 ~ 2015.10 國立政治大學
Other Projects 102 境外結構型商品發行現況與監理機制之研究-台灣與美國、歐盟、英國、香港、新加坡、日本、韓國及中國大陸之比較 LIAO SZU-LANG,CHIANG MI-HSIU,CHU TE-FANG,LIN SHIH-KUEI 2013.07 ~ 2013.09
MOST Projects 101 使用互相激勵跳躍模型下傳染財務模型偵測、衍生性商品定價與風險管理之研究:高頻資料之實證分析(2/2) LIN SHIH-KUEI Principal Investigator 2013.08 ~ 2014.10 Ministry of Science and Technology
MOST Projects 101 使用互相激勵跳躍模型下傳染財務模型偵測、衍生性商品定價與風險管理之研究:高頻資料之實證分析 林士貴 Principal Investigator 2012.08 ~ 2014.10 國立政治大學
MOST Projects 101 使用互相激勵跳躍模型下傳染財務模型偵測、衍生性商品定價與風險管理之研究:高頻資料之實證分析(1/2) LIN SHIH-KUEI Principal Investigator 2012.08 ~ 2013.07 Ministry of Science and Technology
MOST Projects 100 巨災與氣候衍生性商品之定價、避險與實証分析(2/2) LIN SHIH-KUEI Principal Investigator 2012.08 ~ 2013.10 Ministry of Science and Technology
MOST Projects 100 巨災與氣候衍生性商品之定價、避險與實証分析 林士貴 Principal Investigator 2011.08 ~ 2013.10 國立政治大學
MOST Projects 100 巨災與氣候衍生性商品之定價、避險與實証分析(1/2) LIN SHIH-KUEI Principal Investigator 2011.08 ~ 2012.07 Ministry of Science and Technology
MOST Projects 99 金融危機或成長下景氣循環之資產定價:股價指數、公債殖利率指數與房價指數之實證 LIN SHIH-KUEI Principal Investigator 2010.08 ~ 2011.10 Ministry of Science and Technology
MOST Projects 99 金融危機或成長下景氣循環之資產定價:股價指數、公債殖利率指數與房價指數之實證 林士貴 Principal Investigator 2010.08 ~ 2011.10 國立政治大學
MOST Projects 98 在無金融風暴或金融風暴市場lognormal LIBOR模型下固定期限交換利率商品之評價 林士貴 Principal Investigator 2009.08 ~ 2010.07 國立高雄大學
MOST Projects 96 死亡與財務風險證券化之評價與實證研究 LIN SHIH-KUEI Principal Investigator 2007.08 ~ 2008.07 Ministry of Science and Technology
MOST Projects 96 死亡與財務風險證券化之評價與實證研究 林士貴 Principal Investigator 2007.08 ~ 2008.07 國立高雄大學
MOST Projects 95 隨機利率下可解約參與型保單公平價值:條件Cox-Ross-Rubinstein方法 LIN SHIH-KUEI Principal Investigator 2006.08 ~ 2007.07 Ministry of Science and Technology
MOST Projects 95 隨機利率下可解約參與型保單公平價值:條件 Cox-Ross-Rubinstein 方法 林士貴 Principal Investigator 2006.08 ~ 2007.07 國立高雄大學
MOST Projects 94 馬可夫跳躍風險下簡單遠期利率期間結構之資產定價與實證分析 LIN SHIH-KUEI Principal Investigator 2005.08 ~ 2006.07 Ministry of Science and Technology
MOST Projects 94 馬可夫跳躍風險下簡單遠期利率期間結構之資產定價與實證分析 林士貴 Principal Investigator 2005.08 ~ 2006.07 國立東華大學
MOST Projects 93 非線性信用風險資產之風險管理—重點抽樣拔靴法之風險值 林士貴 Principal Investigator 2004.11 ~ 2005.07 國立東華大學
Country School Name Department Degree Duration
TAIWAN, REPUBLIC OF CHINA National Chengchi University Statistics Ph.D. 2000.09 ~ 2004.06
TAIWAN, REPUBLIC OF CHINA Master 1995.09 ~ 1997.06
TAIWAN, REPUBLIC OF CHINA Bachelor 1990.09 ~ 1994.06
Experience Category Organization Title Department Job Title Duration
Part Time NATIONAL CHENGCHI UNIVERSITY 金融學系 系主任 2019.08 ~ 2020.07
Part Time NATIONAL CHENGCHI UNIVERSITY 金融學系 系主任 2018.08 ~ 2019.07
Part Time NATIONAL CHENGCHI UNIVERSITY 金融學系 系主任 2017.08 ~ 2018.07
Part Time NATIONAL CHENGCHI UNIVERSITY 金融學系 系主任 2016.08 ~ 2017.07
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 教授 2015.07 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 教授 2014.08 ~ 2015.01
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 副教授 2013.01 ~ 2014.08
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 副教授 2010.08 ~ 2013.01
Honor Category Year Award Name Awarding Unit
Outside School 109 科技部研究獎勵 科技部(國科會)
Outside School 108 科技部研究獎勵 科技部(國科會)
Inside School 103 資深優良教師 (10年) 國立政治大學