Personal Information
Shyan-Yuan Lee
Ph.D. Ph.D., Columbia University
Office : Building II, College of Management 1012
Tel : 33661081
Fax : 23621845
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Research Field
• Financial Innovation
• International Financial Markets Analysis
• The Pricing and Hedging of Fixed Income Derivatives
• The Structured Bond Portfolios
Research Field Summary
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Education
• Ph.D., Columbia University
Courses
• FINANCIAL ENGINEERING I
• FINANCIAL INNOVATION
• FIXED INCOME SECURITIES AND DERIVATIVES
• STRUCTURED FINANCE AND CREDIT DERIVATIVES
Honors
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Experience
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Conference Paper
  1. 李賢源, October 2009, Dynamic Models of Portfolio Credit Risk with Linear Growth Jump and Birth Process, 海峽兩岸經濟與管理學術研討會, (天津).
  2. 李賢源(Lee, Shyan-Yuan), January 2007, Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-expected Utility Model, The Chinese Finance Association Annual Conference.
  3. 李賢源(Lee, Shyan-Yuan), January 2007, The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward Rates, The Chinese Finance Association Annual Conference.
Journal Paper
  1. 李賢源,Ren-Raw Chen, Cheng-Few Lee, March 2009, Empirical Performance of the Constant Elasticity Variance Option Pricing Model, Review of Pacific Basin Financial Markets and Policies.
  2. 李賢源, 2008, Extend the debt as it is not deeply out-of-the-money, Economics Bulletin, 1 - 6.
  3. 李賢源, 2006, 利率交換之利差期間結構模型—吻合殖利率曲線與分析解, 管理與系統, 415 - 440.
  4. 李賢源(Lee, Shyan-Yuan), January 1995, Dedicated Bond Portfolios:Construction and Rebalancing with R.O.C. Government Bonds, Journal of Management Science.
Book
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Book Paper
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Technical Report
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Other
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