中大統計研究所首頁 > 系所成員 > 專任教師
鄧惠文 副教授   Huei-Wen Teng
辦  公  室: M505室
聯絡電話: (03)422-7151#65451
傳真電話: (03)425-8602
電子郵件: wenteng@ncu.edu.tw
個人網站: http://www.stat.ncu.edu.tw/teacher/wenteng

學經歷
  Ph.D. in Statistics, Pennsylvania State University, 2010.
M.B.A. in Finance, National Taiwan University, 2004.
B.S. in Mathematics, National Taiwan University, 2001.
 

研究領域
  財務統計、統計計算、貝氏分析、財務工程。  

論文著作
  [10] Huei-Wen Teng*, Cheng-Der Fuh, and Chun-Chieh Chen (2016) On an automatic and optimal importance sampling approach with applications in finance. Quantitative Finance, 16(8), 1259--1271.

[9] Sanford Luo, Huei-Wen Teng*, and Yu-Hsuan Lee (2016). Forecasting mortality using imputed data: The case of Taiwan. Asia-Pacific Journal of Risk and Insurance, 10(1), 1-20.

[8] Huei-Wen Teng*, Ming-Hsuan Kang, and Cheng-Der Fuh (2015) On spherical Monte Carlo simulations for multivariate normal probabilities, Advances in Applied Probability, 47(3), 817--836.

[7] Wolfgang Karl Haerdle, Brenda Lopez-Cabrera, and Huei-Wen Teng* (2015). State Price Densities implied from weather derivatives, Insurance: Mathematics and Economics, 64, 106--125.

[6] Huei-Wen Teng, Wen-Liang Hung*, and Yen-Ju Chao (2015). Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis, Journal of Applied Statistics, 42 (5), 1120--1132.

[5] Cheng-Der Fuh* and Huei-Wen Teng (2014). Discussion of ``Multiscale change point inference" by Frick, Munk and Sieling, Journal of the Royal Statistical Society: Series B, 76 (3), 554--555.

[4] Chun-Cheih Chen, Cheng-Der Fuh, and Huei-Wen Teng* (2013). Efficient Option Pricing with Importance Sampling, Journal of the Chinese Statistical Association, 51 (3), 253--273.

[3] Yuh-Dauh Lyuu and Huei-Wen Teng* (2011). Unbiased and efficient Greeks of financial Options, Finance and Stochastics, 15 (1), 141--181.

[2] Cheng-Der Fuh*, Huei-Wen Teng, and Ren-Her Wang (2010). On-Line VWAP trading strategies, Sequential Analysis, 29 (3), 292--310.

[1] Tze-Chuan Yang*, Huei-Wen Teng, and Murali Haran (2009). The impacts of social capital on infant mortality in The U.S.: A spatial investigation, Applied Spatial Analysis and Policy, 2 (3), 211--227.
 

教授課程
  2016 Fall
Probability models
 

版權所有 © 2012 國立中央大學.統計研究所
Add  (32001) 桃園市中壢區中大路300號,鴻經館5樓501室  /  Tel  (03)422-7151 轉 65450   /  Fax  (03)425-8602   /      ncu65450@cc.ncu.edu.tw