 2008-2011:
American Option Pricing under CEV, General Research Fund (formerly Competitive
Earmarked Research Grant), Research Grant Council of Hong Kong. Amount:
HK$293,700 + 20,000 (top-up from CUHK) (PI).
2006-2009: Embedded Options in Insurance
Contracts with Stochastic Interest Rate and Volatility, Competitive
Earmarked Research Grant, Research Grant Council of Hong Kong. Amount:
HK$250,000 (PI).
2004-2005: Valuing General American Style
Options with Sub-replication and Replenishing Premium Approach, Direct
Grant of Research of CUHK. Amount: HK$100,000 (PI).
2003-2006: A Structural Model of Credit
Migrations, Competitive Earmarked Research Grant, Research Grant Council
of Hong Kong. Amount: HK$300,000 (PI).
2002-2003: Resilience Indicators -- Measures of an Economy's Ability to
Withstand Financial Shocks, The Hong Kong Monetary Authority. Amount:
HK$400,000. (CI). The PI is Prof. Chan, Ngai Hang.
2002-2003: A Model of Credit
Migration, Direct Grant of Research of CUHK. Amount: HK$148, 000. (PI) |
Top
Other Faculty Members