孫立憲 Li-Hsien Leo Sun
Graduate Institute of Statistics
National Central University, Taiwan.
I obtained my Bachelor degree in Mathematics, Master degree in Statistics (Advisor: Prof. Kuang-Fu Cheng), from National Central University and Ph.D. degree in Statistics and Applied Probability, University of California Santa Barbara (Advisor: Prof. Jean-Pierre Fouque).
I am now an Assistant Professor in Graduate Institute of Statistics, National Central University.
Financial Mathematics and Statistics
• Stochastic analysis. Systemic risk analysis. Derivative pricing. Optimization.
• Mathematical Statistics. Time series analysis.