Faculty
WONG, Hoi Ying 王海嬰
Name WONG, Hoi Ying 王海嬰
Title Associate Dean (Student Affairs) / Outstanding Fellow of the Faculty of Science
Position Professor
Email hywong [at] cuhk.edu.hk
Phone Number 3943 8520
Fax Number 2603 5188
Address LSB G20
Homepage http://www.sta.cuhk.edu.hk/hywong/
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 (2015). Simulation Techniques in Financial Risk Management, 2nd Ed., Wiley, New York.  Online materials.

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

[3] 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.

[4] 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.




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