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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 |