Status | Full-time |
---|---|
Name | WEI-KUANG CHEN |
Office Tel No. | 81220 |
Job Title | Professor |
Research Expertise | Financial Derivatives, Risk Management |
Teaching Field | 衍生性商品、風險管理 |
Unit | Dept. of Money and Banking |
- Journal Paper
- Book / Book Chapter
- Project
- Degrees
- Experience
- Honor
- Conference Paper
- Research Project
Project Category | Year | Project Title | Participator | Job Title | Period | Unit |
---|---|---|---|---|---|---|
MOST Projects | 103 | 波動度選擇權的資訊內涵 | CHEN WEI-KUANG | Principal Investigator | 2014.08 ~ 2015.07 | Ministry of Science and Technology |
Other Projects | 103 | 計算與運用經濟資本 | TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG | 2014.04 ~ 2014.10 | ||
Other Projects | 102 | 提升投資風險之策略性風險管理 | TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG | 2013.06 ~ 2013.10 | ||
MOST Projects | 100 | 波動度選擇權的隱含波動度 | CHEN WEI-KUANG | Principal Investigator | 2011.08 ~ 2012.07 | Ministry of Science and Technology |
MOST Projects | 93 | 選擇權之評價:Ornstein-Uhlenbeck 股價變動過程下 | CHEN WEI-KUANG,CHIANG MI-HSIU | Principal Investigator | 2004.08 ~ 2005.07 | Ministry of Science and Technology |
Other Projects | 92 | 期貨市場交割結算基金總額計算方式之研究 | CHEN WEI-KUANG,TSAI CHENG-HSIEN,KUO WEIYU | Principal Investigator | 2003.09 ~ 2004.02 | |
MOST Projects | 92 | 美式蒙地卡羅模擬法之研究與延伸 | CHEN WEI-KUANG | Principal Investigator | 2003.08 ~ 2004.07 | |
Other Projects | 92 | 期貨商台指期貨與選擇權營運成本之研究分析 | CHEN WEI-KUANG,KUO WEIYU | Principal Investigator | 2003.01 ~ 2003.04 | |
MOST Projects | 90 | 以分解結合法加速界限選擇權評價之效率 | CHEN WEI-KUANG,CHOW HSING-YI | Principal Investigator | 2001.08 ~ 2002.07 | |
MOST Projects | 89 | 界限選擇權之評價與避險-以ADAPTIVE MESH MODEL來增加三元樹評價的效率 | CHEN WEI-KUANG,CHOW HSING-YI | Principal Investigator | 2000.08 ~ 2001.07 | |
MOST Projects | 89 | 交易成本及漲跌幅限制下認購權證之最適避險策略 | CHEN WEI-KUANG,CHOW HSING-YI | Principal Investigator | 1999.08 ~ 2000.07 | Ministry of Science and Technology |
MOST Projects | 88 | 神經網路在選擇權定價上之應用 | CHEN WEI-KUANG,TSAIH RUA-HUAN | Principal Investigator | 1998.08 ~ 1999.07 | Ministry of Science and Technology |
MOST Projects | 87 | 漲跌幅限制下認股權之評價 | CHEN WEI-KUANG | Principal Investigator | 1997.08 ~ 1998.07 | Ministry of Science and Technology |
MOST Projects | 86 | 衍生性產品之市場風險衡量---Value-At-Risk(VAR)模型應用之探討 | CHEN WEI-KUANG | Principal Investigator | 1996.08 ~ 1997.07 | Ministry of Science and Technology |
Country | School Name | Department | Degree | Duration |
---|---|---|---|---|
UNITED STATES | State University of New York | Economics | 博士 | 1987.09 ~ 1992.06 |
TAIWAN, REPUBLIC OF CHINA | 國立臺灣大學 | 經濟學系 | 學士 | 1978.09 ~ 1981.06 |
Experience Category | Organization Title | Department | Job Title | Duration |
---|---|---|---|---|
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2023.08 ~ 2023.08 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2021.02 ~ 2023.02 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2019.08 ~ 2020.08 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2016.08 ~ 2019.02 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2013.01 ~ 2016.02 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2007.08 ~ 2013.01 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2006.02 ~ 2007.02 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 1999.08 ~ 2005.08 |
Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 1995.08 ~ 1999.08 |
Honor Category | Year | Award Name | Awarding Unit |
---|---|---|---|
Inside School | 99 | 教學績優教師 | 商學院 |
Inside School | 98 | 教學績優教師 | 商學院 |
Inside School | 97 | 教學績優教師 | 商學院 |
Year | Research Title | Publish Date | Authors |
---|---|---|---|
2002 | 陳威光, 2002, '以分解結合法加速界限選擇權評價之效率, ' 國科會. | ||
2001 | 陳威光, 2001, '界限選擇權之評價與避險─以adaptive mesh model來增加三元樹評價之效率, ' 國科會. | ||
2000 | 陳威光, 2000, '神經網路在選擇權定價上之應用, ' 國科會. | ||
2000 | 陳威光, 2000, '交易成本及漲跌幅限制下認購權証之最適避險策略, ' 國科會. | ||
1999 | 陳威光, 1999, '漲跌幅限制下認股權之評價, ' 國科會. | ||
1997 | 陳威光, 1997.05, '股價指數期貨與股票報酬互動關係之研究, ' 國科會. | 1997-05-01 | |
1996 | 陳威光, 1996.01, '台灣地區未來設立現貨選擇權契約種類之研究, ' 國科會. | 1996-01-01 | |
1996 | 陳威光, 1996.01, '外匯選擇有關買權賣權之實證研究, ' 國科會. | 1996-01-01 | |
1994 | 陳威光, 1994.05, '選擇權訂價模型中有關無風險投資組合的研究, ' 國科會. | 1994-05-01 | |
陳威光, '美式蒙地卡羅模擬法之研究與延伸, ' 行政院國科會. | 2024-11-01 |