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財務金融學系 Department of Banking and Finance
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李永新 助理教授

Assistant Professor  Yung-Hsin Lee  

Ph.D., Graduate Institute of Finance, National Taiwan University of Science and Technology, Taiwan.

Specialty

Risk Management and Financial Institutions, Options, Futures, and Other Derivatives, Fixed Income Securities, Economics, Investment

email leeyh@ctbc.edu.tw

Professional Experiences 
  • Project Manager, Office of Research and Development, Lung Hwa University of Science and Technology, Taiwan.(2014.2 - 2018.1)
  • Postdoctoral, Department of Industrial and Business Management, Chang Gung University, Taiwan.(2012.7-2014.1)
  • Teacher, Department of Information Management, Hsing Wu Senior High School, Taiwan.(1995.8- 2007.7)

Peer Reviewed Journal Papers / Peer Reviewed International Proceedings 
  1. Miao, D. W.-C.*, Lin, X. C.-S., Yu, S. H.-T. and Lee, Y.-H., :  Applied Stochastic Models in Business and industry (SCIE)" : Extending the Intensity Model with Joint Defaults to Incorporate the Lasting Effects from Common Credit Events (Accepted)(2018)
  2. Miao, D. W.-C., Lee, Y.-H.and   Wang, J.-Y. : Annals of   Operations   Research (SCI) : Using Forward Monte-Carlo   Simulation for the Valuation of   American Barrier Options (2017)
  3. Miao, D. W.-C., Lee, Y.-H.and   Chao, W.-L.: Journal of Futures   Markets (SSCI) : An Early-Exercise-Probability   Perspective of American Put   Options in the Low-Interest-Rate   Era  (2015)
  4. Miao, D. W.-C., Chung, S.-L.and   Lee, Y.-H. : Journal of Futures and Options (TSSCI) : The Never-Early-Exercise   Condition and Analytical Price Upper Bounds of American   Power Call Options  (2014)
  5. Lee, Y.-H., Chen, Shui-Lien   Lily,Chen, I Fei and Lin, Bing-Huei  : Internet Research (SSCI) : Incremental performance of an eChannel addition: Long-term and volatility consideration    perspectives  (2014)
  6. Miao, D. W.-C.and   Lee, Y.-H.(Correspondence) :  Journal of Futures   Markets (SSCI) : A Forward Monte Carlo Method for American Options Pricing  (2013)
  7. Lee, Y.-H.,Lee Tian-Shyug ,Chen, Yi-Wen and   Chen, I-Fei  : Journal of Data   Analysis : A model for enterprise financial   distress prediction with cross-section and vertical-section methods  (2013)
  8. Tsao, C. and   Lee,  Y.-H : Journal of Futures   and Options (TSSCI) : Corporate Failure Prediction   Econometric Models and   Variable Selection  (2010)

 

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