Theses of Prof. Lyuu's Students
Theses Supervised (reverse chronological order)
- 2017
- 2016
- 2015
- 2014
- 2013
- 2012
- 2011
- 2010
- 2009
- Ph.D. theses
-
狄彥吾 Ti, Yen-Wu.
Property Testing on Directed Graphs
and Abelian Groups.
- Master's theses
-
黃源鱗 Huang, Yuan-Lin.
Application of Game Theory to Pokergame Bigtwo.
-
賴怡玲 Lai, Yiling.
Using Reinforcement Learning To Establish Taiwan Stock Index Future Intra-day Trading Strategies.
-
廖鳳玉 Liao, Feng Yu.
Assessing the Accuracy of Default Risk Models:
the Filter Test.
-
林敬斌 Lin, Ching-Pin (Percy).
Using Reinforcement Learning
To Improve a Simple Intra-day Trading System of Taiwan Stock Index Future.
-
林士凱 Lin, Shyh-Kae.
A Feasibility Analysis of Congestion Control.
-
王柏舜 Wang, Po-Shun.
Competitiveness Analysis of Life Settlement Security under Financial Crisis.
- MBA theses
-
紀少淳 Chi, Shao-Chun (Deborah).
A Study on Credit Spreads of Corporate Bonds in Taiwan Using the Stepwise Regression Method.
-
范育誠 Fan, Yu-Chen (Marvin).
A Closed-Form Approach to the Valuation and Greeks of Discrete Asian Options.
-
林昆慶 Lin, Kun Ching.
An Empirical Study of Chambers and Lu's Convertible Bond Pricing Model.
-
林思瑜 Lin, Sylvia.
Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates.
-
田宇正 Tien, Yu-Cheng.
Asian Option Pricing with Fast Fourier Transformation and Simpson's Rule.
-
吳蕙君 Wu, Hui-Chun.
Pricing Guaranteed Minimum Withdrawal Benefits by Trees.
-
游哲嘉 Yu, Che-Chia (Carter).
Pricing Barrier Options by Adaptive Finite-Difference Methods with Model Order Reduction Techniques.
-
曾右仲 Zeng, You-Zhong (Cedric).
A Modified Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk.
- 2008
- Master's theses
-
張詩郁 Chang, Shih-Yu (Olivia).
Enhanced Client-Side Protection for Cross-Site Request Forgeries.
-
邱俊淵 Chiu, Chun-Yuan.
Efficient Pricing of Asian
Options via the Fast Fourier Transform.
-
林典南 Lin, Tien-Nan ("Dancer").
Using AdaBoost for Taiwan Stock Index Future Intra-day Trading System.
-
石鴻賓 Shih, Hung-Pin.
On Two Heuristic Algorithms for Maximum and Minimum Weighted Bipartite Matching.
-
吳承瑋 Wu, Cheng-Wei ("Jacket").
Pricing Parisian Options: Combinatorics, Simulation, and Parallel Processing.
-
吳宜駿 Wu, Yi-Chun.
Performance of GPU for a Tree Model for Convertible
Bonds Pricing with Stock Price, Interest Rate, and Default Risks.
- MBA theses
-
陳家隆 Chen, Chia Lung.
Pricing Exchange Rate-Linked Asian Options by the Reciprocal Gamma Distribution Method.
-
陳盈潔 Chen, Ying-Chie.
The Complexity of GARCH Option Pricing Models.
-
黃琮凱 Huang, Tsung-Kai (Charles).
Credit Portfolio Simulation Using Correlated Binomial Lattices.
-
林冠志 Lin, Kuan Chi.
Pricing Portfolio Credit Derivatives Using a Simplified Dynamic Model.
-
蘇庸智 Su, Yong-Jhih (Mark).
Comparative Analyses of Correlation Skew Models.
-
蔡宗昱 Tsai, Tsung-Yu (Spencer).
An Alternative Method of Options Pricing by Implied Trees.
-
吳箏 Wu, Cheng (Janey).
Pricing Volatility and Variance Swaps by Implied Trees.
- 2007
- Ph.D. theses
-
許為元 Hsu, William Wei-Yuan.
Efficient
Pricing of Asian and Asian Barrier Options Using the Lagrangian Multiplier
Method.
- Master's theses
-
陳姿君 Chen, Tzu-Chun.
Convergence Comparison of GCRR and Ritchken Models.
-
鄭開明 Cheng, Kai Ming.
Application of Learning Theory
to Language Learning.
-
周俊志 Chou, Chun-Chih (Mike).
An Automatic Trading System and Analysis of Strategies.
-
林宜禎 Lin, Simon.
Analysis on Qualities of the Inverse Normal
Cumulative Distribution Function.
-
王禹鈞 Wang, Yu-Chun.
Using Recombining Binomial
Trees To Implement LIBOR Market Models.
-
顏宏陞 Yen, Kyle.
An Information System for Convertible Bonds
with an Emphasis on the Dilution Effect.
- MBA theses
-
陳芳婷 Chen, Fang Ting.
Variance Reduction Methods for Monte Carlo Valuation of American Options.
-
康毓真 Kang, Yu-Jhen.
Using
Brownian Bridge for Fast Simulation of Rainbow Barrier
Options.
-
廖鳳玉 Liao, Feng Yu.
The
Valuation of Employee Stock Options.
-
曾建翰 Tseng, Chien-Han (Hans).
Pricing CDOs with the Fourier Transform Method.
- 2006
- Master's theses
-
詹勳政 Chan, Hsun-Cheng.
Implied
Binomial Tree Method for Pricing TAIEX Options.
-
張經略 Chang, Ching-Luei (Tony).
On the Computational Power of Players in
Two-Person Strategic Games.
-
章宇傑 Chang, Yu-Chieh.
Parameters Estimation of the GARCH Model.
-
陳絢昌 Chen, Hsuan-Chang.
Testing Connectivity of Graphs.
-
許泰寧 Hsue, Steven.
Neural Scoring in Karaoke.
-
林虹佑 Lin, Hong-Yiu.
Fast Fourier Tranform
with Applications to Pricing Discrete European Barrier Options
under Binomial and Trinomial Models.
-
蘇正雄 Shu, Cheng-Hsiung.
Pricing
Asian Options with Fourier Convolution.
- MBA theses
-
陳欣強 Chen, Shin-Chiang (Morris).
A Tree-Based Algorithm for Option Pricing under GARCH-Binary Jump Processes.
-
朱永琦 Chu, Yung-Chi.
Option
Pricing with Stochastic Volatility.
-
林維德 Lin, Vader.
Pricing Barrier Options in Two Dimensions.
-
沈國曄 Shen, Kuo-Yeh.
Bivariate American Option Pricing Using GARCH Copula LSM Method.
-
余軒 Yu, Hsuan.
Pricing Arithmetic Average Basket Options.
- 2005
- Ph.D. theses
-
吳明倫 Wu, Ming-Luen.
Group-Oriented Encryption and Signature.
- Master's theses
-
徐中昱 Hsu, Chung-Yu.
Adaptive Finite Volume Methods for Pricing European-Style Asian Options.
-
劉俊洋 Liu, Chung-Young.
On Accurate Trinomial GARCH Option Pricing Algorithms.
-
許智睿 Shea, Chih-Jui (Jerry).
Numerical Valuation of
Discrete Barrier Options: the Adaptive Mesh Model and Other Competing Techniques.
-
張中平 Zhang, Zhong-Pyong.
Testing Bipartiteness by Quantum Walks.
- MBA theses
-
陳冠文 Chen, Kuan-Wen.
Lower Bounds for Asian Options.
-
陳宜廷 Chen, Yi-Ting.
Quasi-Monte Carlo Methods for Option Pricing.
-
李佳澎 Lee, Chia-Peng.
On the Least-Squares Monte Carlo (LSM) for Pricing American Barrier Options.
-
劉彥甫 Liou, Yan-Fu.
A Closed-Form Solution for GARCH-Jump Option Pricing Models.
-
蔡少懷 Tsai, Hwai.
Pricing Discrete Double-Barrier Options
with the Quadrature Method.
-
楊宗穆 Yang, Tsung-Mu.
Interest Rate Barrier Options Pricing.
- 2004
- 2003
- 2002
- 2001
- 2000
- 1999
- 1998
- 1997
- Master's theses
-
陳瑋叡 Chen, Wei-Jui.
Calibrating Interest Rate Models with Differential Tree Algorithms:
the Case of Black-Derman-Toy Model.
-
劉裕宏 Liu, Yu-Hong.
Barrier Option Pricing: Combinatorial Methods and Trinomial Tree
Algorithms.
-
王渙文 Wang, Huang-Wen.
A Comparative Study of Numerical Algorithms for
Interest Rate Models.
-
王忠榮 Wang, Jong-Rong.
Parallel ADI Algorithms on the MICA Architecture.
- 1996
- Master's theses
-
王成樂 Wang, Chen-Leh.
An Object-Oriented
Framework for Financial Computation Based on Three-Tier Client/Server
Architectures.
