• The Pricing and Hedging of Fixed Income Derivatives
• Financial Innovation
•
• International Financial Markets Analysis
Research Field Summary
Education
• Ph.D., Columbia University
Courses
•
• FINANCIAL ENGINEERING I
• FINANCIAL INNOVATION
• FIXED INCOME SECURITIES AND DERIVATIVES
• STRUCTURED FINANCE AND CREDIT DERIVATIVES
Honors
Experience
Conference Paper
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).
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.
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
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.
李賢源, 2008, Extend the debt as it is not deeply out-of-the-money, Economics Bulletin, 1 - 6.
李賢源(Lee, Shyan-Yuan), January 1995, Dedicated Bond Portfolios:Construction and Rebalancing with R.O.C. Government Bonds, Journal of Management Science.
