Name | Jia-hau Guo |
---|---|
Title | Associate Professor |
Education | Ph.D. in International Business, National Taiwan University |
Research expertise | Asset Pricing, Financial Management, Financial computing |
Office Tel No. | 03-5712121 Ext. 57078 |
Fax | 03-5729915 |
Office | Room 411, Management Building 1 |
Country | School Name | Department | Degree |
---|---|---|---|
Taiwan | National Taiwan University | Department of International Business | Ph.D. |
Taiwan | National Taiwan University | Department of Computer Science and Information Engineering | Master |
Taiwan | National Taiwan University | Department of Computer Science and Information Engineering | Bachelor |
Organization Title | Department | Job Title | Duration |
---|---|---|---|
National Chiao Tung University | Graduate Institute of Finance | Associate Professor | 2011.08 ~ Up to today |
National Chiao Tung University | Graduate Institute of Finance | Assistant Professor | 2008.08 ~ 2011.07 |
National Taiwan University | Department of International Business | Adjunct Assistant Professor | 2007.08 ~ 2012.07 |
Soochow University | Department of Business Mathematics(Department of Financial Engineering and Actuarial Mathematics) | Assistant Professor | 2007.08 ~ 2008.07 |
Year | Book Title |
---|---|
2011 | Handbook of Quantitative Finance and Risk Management, Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type, Springer, 978-0387771168, 2011 |
Year | Participator | Project Category | Project Title | Job Title | Unit |
---|---|---|---|---|---|
2019 | Research Projects | ||||
2018 | 郭家豪(Jia-Hau Guo) | Research Projects | 不連續現金股利、價格限制及提早履約溢酬:選擇權定價理論及實證之研究 | 計畫主持人 | 科技部 |
2017 | Research Projects | ||||
2017 | Research Projects | ||||
2016 | 郭家豪(Jia-Hau Guo) | Research Projects | Richardson插補法於新奇選擇權靜態避險及其定價之新創研究 | 計畫主持人 | 科技部 |
2015 | Research Projects | ||||
2014 | Research Projects | 障礙選擇權之靜態複製避險法一般化之進階研究 | 計畫主持人 | 科技部 | |
2011 | 郭家豪(Jia-Hau Guo) | Research Projects | 價格限制市場之選擇權定價模型與避險策略分析 | 計畫主持人 | 國科會 |
2012 | Research Projects | ||||
2013 | Research Projects | ||||
2010 | Research Projects | ||||
2008 | Research Projects | ||||
2007 | Research Projects | ||||
2007 | Research Projects | ||||
2017 | Research Projects | ||||
2009 | Research Projects | 通貨膨脹預期與抗通膨債.評價模型:理論與實證研究 | 計畫主持人 | 國科會 |
Year | Honor Category |
---|---|
2017 | School Honor |
2014 | School Honor |