孫立憲 Li-Hsien Leo Sun

Assistant Professor

Graduate Institute of Statistics

National Central University, Taiwan.

Office: M509

TEL: (03)422-7151#65454

E-mail: lihsiensun@ncu.edu.tw

PROFILE

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.

RESEARCH INTERESTS

Financial Mathematics and Statistics

• Stochastic analysis. Systemic risk analysis. Derivative pricing. Optimization.

• Mathematical Statistics. Time series analysis.