基本信息
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个人简介
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.
研究兴趣
论文共 165 篇作者统计合作学者相似作者
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引用量
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期刊级别
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Finance and Stochasticsno. 3 (2024): 1-50
arxiv(2024)
引用0浏览0引用
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Bowen Jia,Hoi Ying Wong
QUANTITATIVE FINANCEno. 2 (2024): 221-232
SIAM J. Control. Optim.no. 3 (2023): 1009-1037
SSRN Electronic Journal (2023)
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作者统计
#Papers: 164
#Citation: 1996
H-Index: 27
G-Index: 36
Sociability: 4
Diversity: 3
Activity: 28
合作学者
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D-Core
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