Liang-Chih Liu

Liang-Chih Liu  Assistant Professor

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Education：

PhD. , Department of Information Management and Finance ,National Chiao Tung University

Research Field：

Financial Engineering、Credit Risk、Text Mining

Office：

Hung Yu Technology & Research Building 433

Office hour：

Tuesday   10:10~12:00

 

Ext：

5907/3116

 

 

 

 Experience

1

Department of Information Management Finance, National Chiao Tung University, August 2016 – present

2

Institute of Finance, National Chiao Tung University, July 2009 – July 2016

3

Research Fellow, Eyeball Capital (厚生資本股份有限公司)

4

Research Fellow, Taipei Exchange (證券櫃檯買賣中心)

 

  Journal Papers

1

Liang-Chih Liu, Tian-Shyr Dai, Chuan-Ju Wang (2016, Jun). Evaluating Corporate Bonds and Analyzing Claim Holders' Decisions with Complex Debt
Structure. Journal of Banking and Finance, 72, 151-174.

2

Tian-Shyr Dai, Sharon S. Yang, and Liang-Chih Liu (2015, Apr). Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks. Insurance: Mathematics and Economics, 64, 364-379.


 Course

1

Financial Engineering and Computation

2

Economics

3

Accounting