2024 Summer Workshop on Option 2024 by NTU and TRIA

  • 2024/06/18(Tue) 08:30(+0800) ~ 16:00(+0800) ( iCal/Outlook, Google Calendar )
  • 國立臺灣大學管理學院一號館 2F 重光講堂 / 國立臺灣大學管理學院一號館
  • 116 / 500
  • 國立台灣大學財金系、台灣風險與保險學會 Contact Organizer

 本研討會設立之宗旨乃是仿效美國 Risk Theory Seminar 之精神,希望能夠提供給國內研究風險管理與保險相關議題之學者一個互相切磋琢磨的機會,激勵國內風險管理與保險學術研究的風氣。本次特別邀請 Gurdip Bakshi 與 Xiaohui Gao Bakshi 兩位國際知名學者來台參與,相信可對凝聚形成國內風險管理與保險的研究社群有所貢獻。期待國內風險管理與保險的研究人員熱烈參與。

時間

 Tuesday, 06/18/2024

Summer Workshop by NTU and TRIA

08:30~09:00

(30分鐘)

Workshop Registration

09:00-09:15

(15分鐘)

Opening Remark:

Professor Ming-Hua Hsieh

Chairman of Taiwan Risk and Insurance Association

Professor YanZhi Wang

Chairman of The Department of Finance, National Taiwan University

9:15-10:20

(65分鐘)

Keynote Speech I

Professor 

Gurdip Bakshi

10:20-10:30

(10分鐘)

Coffee Break

10:30-11:50

(80分鐘)

Paper Presentation (I)

 

Paper 1: A Tradable and Forward-Looking Index of Physical Volatility

Pei-Lin Hsieh*

Naitonal Central University

Rachel J. Huang

Naitonal Central University

Larry Y. Tzeng

National Taiwan University

 

Paper 2: Good Jump and Bad Jump Risk Matters: Evidence from S&P500 Returns and Options

Hsing-Hua Chang

National ChengChi University

Xian-Ji Kuang*

National Changhua University of Education

Hung-Wen Cheng

Soochow University

Shih-Kuei Lin

National ChengChi University

Pai-Ta Shih

National Taiwan University

11:50-13:10

(80分鐘)

Break

13:10-14:15

(65分鐘)

Keynote Speech II

Professor 

Xiaohui Gao Bakshi

14:15-14:30

(15分鐘)

Coffee Break

14:30-15:50

(80分鐘)

Paper Presentation (II)

 

Paper 3: Using Put-Call Ratio to Improve Option Writing Strategies

Wen-Rang Liu

National Yunlin University of Science and Technology

Chien-Ling Lo

Yuan Ze University

Yi-Qiu Zhu*

Yuan Ze University

 

Paper 4: Life Expectancy Probabilistic Projections under Time-varying Mortality Model

Tzuling Lin

National Chung Cheng University

I-Chien Liu*

National Taichung University of Science and Technology

Cary Chi-Liang Tsai

Simon Fraser University

 

15:50-16:00

(10分鐘)

Closing Remark

*: Presenter

 

國立臺灣大學管理學院一號館 2F 重光講堂 / 國立臺灣大學管理學院一號館

Event Tickets

Ticket Type Sale Period Price
Keynote Speech I: Professor Gurdip Bakshi (09:15-10:20)

2024/05/14 00:00(+0800) ~ 2024/06/12 00:00(+0800) End of Sale
  • Free
Paper Presentation (I) (10:30-11:50)

2024/05/14 00:00(+0800) ~ 2024/06/12 00:00(+0800) End of Sale
  • Free
Keynote Speech II: Professor Xiaohui Gao Bakshi (13:10-14:15)

2024/05/14 00:00(+0800) ~ 2024/06/12 00:00(+0800) End of Sale
  • Free
Paper Presentation (II) (14:30-15:50)

2024/05/14 00:00(+0800) ~ 2024/06/12 00:00(+0800) End of Sale
  • Free
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