
Professor Tian-Shyr Dai
Associate Dean, College of Management, National Chiao Tung University
Professor,Department of Information Management and Finance, and Institute of Finance, National Chiao Tung University
Ph. D., Department of Computer Science and Information Engineering, National Taiwan University
Research Interests:
Pricing Path-Dependent Derivatives, Pricing Asian Options With Lattices, Financial Engineering and Computation, Risk Management, Derivative Pricing, Credit Risk