黄志伟

发布者:本科生教育发布时间:2023-12-21浏览次数:43

商科专业教师中文简历

姓名:  黄志伟    

所在部门:9001cc金沙以诚为本风险管理与保险系

行政职务:  副主任  

 

学历:

中国台湾淡江大学财务金融专业本科,管理学学士,20039-20056

中国台湾东华大学国际经济专业硕士,经济学硕士,20059-20076

中国台湾中央大学财务金融专业博士,管理学博士,20079-20136

 

教学经历:

中国台湾中央大学财务金融,讲师,20139-20157

我校风险管理与保险系,讲师,20158-201712

我校风险管理与保险系,副教授,20181-202212

我校风险管理与保险系,教授,20231-至今

 

三学年以来主要授课课程:

1ZX1646 + 利息理论

2SY1605 + 金融数据分析与软件应用

 

三学年以来主要授课班级及人数(只写本部本科专业,非金融学专业也要写):

1、金融学专业本科2022Q2241班,55

2、投资学专业本科2022Q2241班,32

3、金融学专业本科2021Q2141班、Q2142班、Q2143, 137

4、风险管理与保险专业本科2021Q2141, 34

 

上学年担任论文指导老师指导的学生人数:

本科学生:17

 

纵向课题:

1、省台办课题 : 在鄂中小台企的融资渠道及融资模式创新研究(课题负责人),立项编号:HX1737

2碳排放权交易省部共建协同创新中心 : 碳排放权的金融产品设计与建模研究(课题负责人) ,立项编号: 22CICETS -YB031


横向课题:

1、中国大学风险管理教育课程调研(主要参加人), 立项编号: HX1830

 

发表论文:

1Huang, Jr-Wei, Sharon S. Yang and Chuang-Chang Chang (2021) “Model Risk in Risk Analysis for No-Negative-Equity-Guarantees,” The Journal of Derivatives, Summer, 28(4), 87-110. [SSCI]. (First Author).

2Huang, Jr-Wei, Sharon S. Yang and Chuang-Chang Chang (2021) “Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity-Guarantees for Equity Releasing Products,” The Journal of Real Estate Finance and Economics, 63, 249-279. [SSCI]. (First Author).

3Huang, Jr-Wei, Sharon S. Yang and Chuang-Chang Chang (2018) “Modeling Temperature Behaviors: Application to Weather Derivative Valuation,” Journal of Futures Markets, 38(9): 1152-1175. [SSCI]. (First author).

4Chou-Wen Wang, Yang Sharon S., and Jr-Wei Huang (2017) “Analytic Option Pricing and Risk Measures under a Regime-Switching, Generalized, Hyperbolic Model,” Quantitative Finance, 17(10): 1567-1581. [SSCI]. (Corresponding author).

5Huang, Jr-Wei and Sharon S. Yang (2017) “Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-Linked Securities,” Academia Economic Papers, 45(2): 251-278. [TSSCI]. (First author)

6Chang, Chuang-Chang, Sharon S. Yang, Jr-Wei Huang and Tzu-Yu Huang (2016) “The Valuation of Temperature Derivatives: The Case for Taiwan,” Journal of Financial Studies, 24(2): 25-53. [TSSCI]. (Corresponding author)

7Chuang-Chang Chang, Jr-Wei Huang, Hui-Shan Wei and Jenho Ou (2016) “A Literature Review of Finance Academic Research in Taiwan,” Journal of Management, 33(1): 105-137. [TSSCI].

8Yang Sharon S., Jr-Wei Huang, Chuang-Chang Chang (2016) “Detecting and Modelling the Jump Risk of CO2 Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts,” Quantitative Finance, 16(5): 749-762. [SSCI]. (Corresponding author)

9Huang, Jr-Wei and Hui-Shan Wei (2015) “Are Offering Prices Manipulated? Evidence from Private Placements in Taiwan,” Journal of Financial Studies, 23(3): 121-149. [TSSCI]. (First author)

10Huang, Hong-Ming, Jr-Wei Huang, Howard Qi and Puman Quyang (2012) “Bivariate Option Pricing under Regime-Switching Dependence,” Review of Futures Markets, 20 (3): 243-265. [FLI].

 

发表学术著作: