Projects per year
Personal profile
Research Expertise
Financial engineering, derivative financial products
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Dive into the research topics where Ting-Pin Wu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research on the Renminbi Trf: Design Method, Trading Motive, Trading Controversy, Pricing and Risk Management.(2/2)
1/08/18 → 31/07/19
Project: Research
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Pricing, Hedging and Avalysis of Taiwanese Bull/Bear Warrants Within the Double Exponential Jump Model(2/2)
1/08/17 → 31/07/18
Project: Research
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Research on the Renminbi Trf: Design Method, Trading Motive, Trading Controversy, Pricing and Risk Management.(1/2)
1/08/17 → 31/07/18
Project: Research
Research output
- 90 Citations
- 6 h-Index
- 14 Article
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Analytical valuation of exotic double barrier options
Chang, J. J., Pai, H. M. & Wu, T. P., Mar 2021, In: Journal of Derivatives. 28, 3, p. 97-122 26 p.Research output: Contribution to journal › Article › peer-review
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The impact of natural disaster on energy consumption: International evidence
Lee, C. C., Wang, C. W., Ho, S. J. & Wu, T. P., May 2021, In: Energy Economics. 97, 105021.Research output: Contribution to journal › Article › peer-review
31 Scopus citations -
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, M. L., Chen, S. N., Lai, G. C. & Wu, T. P., Jan 2018, In: Insurance: Mathematics and Economics. 78, p. 87-104 18 p.Research output: Contribution to journal › Article › peer-review
8 Scopus citations -
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, J. J., Chen, S. N., Wang, C. C. & Wu, T. P., 2014, In: Journal of Derivatives. 21, 4, p. 7-30 24 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, J. J., Chen, S. N. & Wu, T. P., Sep 2013, In: Journal of Futures Markets. 33, 9, p. 827-867 41 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations