Faculty
WONG, Hoi Ying
Name WONG, Hoi Ying王海嬰
Title Director, MSc Risk Management Science Program
Position Professor
Email hywong [at] cuhk.edu.hk
Phone Number 3943 8520
Fax Number 2603 5188
Address LSB G20
Detail Image
Academic Background
PhD, MPhil (HKUST)
BSc (HKBU)
Research Interest
Derivatives Pricing
Interest Rate Modeling
Financial Risk Analysis
Selected Publications

Book / Book Chapter:

Simulation Techniques in Financial Risk Management  Handbook of Financial Risk Management: Simulations and Case Studies 

 

[1] N.H. Chan and H.Y. Wong (2013). Handbook of Financial Risk Management: Simulations and Case Studies, Wiley, New York. Online materials.

[2] N.H. Chan and H.Y. Wong (2006). Simulation Techniques in Financial Risk Management, Wiley, New York. Book Review of JASA (2007) pp758-759.

[3] H.Y. Wong (2008). "Structural Models of Corporate Credit Risk", Encyclopedia of Quantitative Risk Assessment and Analysis, Melnick, E. and Everitt, B. (eds). John Wiley & Sons Ltd, Chichester, UK, 1707-1711.

[4] Y.K. Kwok, K.S. Leung and H.Y. Wong  (2012). "Efficient Options Pricing Using the Fast Fourier Transform", Handbook of Computational Finance, J.C. Duan et al. (eds). Springer Handbooks of Computational Statistics (DOI 10.1007/978-3-642-17254-0_21), 579-604.


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