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臺北市立大學-數學系(含數學教育碩士班)
分類清單
陳妙盈助理教授
 
陳妙盈助理教授 Miao-Ying Chen 
最高學歷:國立中央大學數學所博士
學術專長:財務工程、數學、統計
開課名稱:財務數學、應用統計學、微積分等
Office Hour二34
聯絡電話:(02)2311-3040 轉分機 8936
E-mail信箱:miao@go.uTaipei.edu.tw
研究成果
( A)期刊論文:
 1. I. S. Chang, C. A. Hsiung, C. F. Hsiao, M. Y. Chen (2002), Non-Parametric Approaches to Linkage Analysis of Qualitative and Quantitative Traits Using Dense Markers for Sib-Pairs. Statistica Sinica, Vol. 12, No. 1, pp. 297-309.
2. C. C. Chang, M. Y. Chen (2011), Re-Examining the Investment-Uncertainty Relationship in a Real Options Model. Review of Quantitative Finance and Accounting, Published online : 24 February 2011.
3. C. C. Chang, M. Y. Chen, S. K. Lin (2011),
The Valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility, Review of Securities Futures Markets , 23:4, 1-26.
( B)研討會論文:
1. C. C. Chang, M. Y. Chen (2006), Re-examining the investment-uncertainty relationship in a real options model, 2006 FMA Annual Conference, held in Salt Lake City, U.S.A.
2. C. C. Chang, M. Y. Chen, S. K. Lin (2006), The valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility, FMA Internation Asia, held in New Zeland.    
4. C. C. Chang, M. Y. Chen (2011), The Analysis of Investment-Uncertainty Relationship under Levy and CEV Processes, The 19th Annual Conference on PBFEAM.
研究計畫
1.陳妙盈(民101)。利用隨機波動的實質選擇權模型審視投資不確定性關係
。國科會。(100-2410-H-231-010-)。(執行中)
2.陳妙盈(民100)。GARCH跳躍模型下的變異數風險溢酬。國科會。(101-2410-H-231-008- )
3.陳妙盈(民96)。 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案。國科會。(96-2420-H-231-001-ED)
4.陳妙盈(民94)。補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案。國科會。(94-2420-H-231-001-ED)
5.陳妙盈(民90)。設限家庭數據之線性模型在分離分析的研究。國科會。(90-2118-M-231-001- )