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楊屯山

楊屯山副教授

職稱:副教授

姓名:楊屯山

聯絡電話:886-37-381556

E-mailjtyang@nuu.edu.tw

研究專長:市場微結構、資產定價、實質選擇權、財務風險管理、企業金融、公司治理

學歷

美國亞利桑那大學(University of Arizona)財務金融博士

美國紐約州立大學 (SUNY)石溪分校(Stony Brook)應用數學與統計碩士

美國紐約州立大學 (SUNY)石溪分校(Stony Brook)管理與公共政策碩士

國立清華大學材料科學工程學系學士

經歷

國立清華大學科管院/EMBA 兼任教師

國立清華大學計財系 助理教授

University of Arizona 財金系講師

SUNY at Stony Brook 校長辦公室特助

SUNY at Stony Brook, Harriman School講師 (Jobs Project)

教授課程

大學部財務分析與評價國際金融市場衍生性金融商品市場; 創業金融

EMBA財務風險管理國際金融企業鑑價; 互聯網金融與商業模式創新

期刊論文

Yang, Jerry T., Che-Chun Lin, and Chin-oh Chang, 2022. “The Impacts of Macroprudential Instruments on Housing Prices and Transacted Volume,” Journal of Housing Studies, forthcoming. (in Chinese) (TSSCI)

Peng, Chien-Wen, Jerry T. Yang, and Tyler T. Yang, 2020. “Determinant of Allocation of Housing Inventory: Competition between Households and Investors,” International Real Estate Review, 23(3), 963~991. (ESCI) (Fall 2020)

Tsay, Jing-Tang, Jerry T. Yang, and Che-Chun Lin, 2020. “Pricing Model for Real Estate in TaiwanAdjusted Matching Approach,” International Journal of Agriculture Innovation, Technology and Globalisation,1(3), 207~225. (March 2020)

Yang, Jerry T., Fan-Ting Cheng, and Che-Chun Lin, 2019. “Mispricing in Housing MarketMoney Illusion or Market Perception?” Journal of Housing Studies, 28 (2), 1~15. (in Chinese) (TSSCI) (Dec. 2019)

Tsay, Jing-Tang, Che-Chun Lin, and Jerry T. Yang, 2018. “Pricing Mortgage-backed SecuritiesFirst Hitting Time Approach,” International Real Estate Review, 21(4), 419~446. (ESCI) (Winter 2018)

Yang, Jerry T., Jing-Tang Tsay, and Che-Chun Lin, 2018. “Pricing Model for Home Appreciation Participation Notes,” Journal of Housing Studies, 27 (2), 61~84. (in Chinese) (TSSCI) (Dec. 2018)

Yang, Jerry T., Szu-Lang Liao, and Jun-Home Chen, 2018. “Analyzing Target Redemption Forward Contracts under Lévy Process,” International Research Journal of  Finance and Economics, 165, 68~78. (EconLit) (January 2018)

Yang, Jerry T., Jing-Tang Tsay, and Che-Chun Lin, 2014. “The Impact of the Disposition Time of Reverse Mortgage Collaterals on Insurance Premiums,” Journal of Housing Studies, 23 (1), 35~52. (in Chinese) (TSSCI) (June 2014)

Li, Ping F., Jerry T. Yang, and Cary C. Lin, 2011. “A Comparison between Fixed-Rate and Adjustable-Rate Reverse Mortgages,” Journal of Housing Studies, 20 (2), 27~46. (in Chinese) (TSSCI) (2011)

Yang, Jerry T. and Chien T. Fan, 2011. “SOE Governance and Asset Tunnelling– Experience in Taiwan,” Journal of Financial Studies 19 (2), 111~153. (in Chinese) (TSSCI) (June 2011)

Yang, Jerry T. and Willard T. Carleton, 2011. “Repricing of Executive Stock Options,” Review of Quantitative Finance and Accounting 36 (3), 459~490. (NSC: Finance Area, Level A-) (FLI, EconLit)

Yang, Jerry T., 2011. “Alternatives to Traditional Repricing of Executive Stock Options,” Review of Pacific Basin Financial Markets and Policies 14 (1), 35~80. (NSC: Finance Area, Level B+) (FLI, EconLit) (March 2011)

研討會論文

2012前瞻管理學術與產業趨勢研討會,企業財務危機預警模型,ROC/苗栗,May 2012,國立聯合大學

第九屆兩岸金融市場發展研討會,新創公司之鑑價-實質選擇權法, PROC/杭州,April 2012,浙江大學(紫金港校區)

The 13th Conference on the Theories and Practices of Securities and FinancialMarkets (SFM), NSYS University, Kaohsiung, Taiwan, December17-18, 2005.

The 13th Annual Conference on Pacific Basin Finance Economics and Accounting, Rutgers University, USA, June 10-11, 2005.

The 2005 Annual Taiwan Finance Association Conference, NCKU, Tainan, Taiwan, May 13-14, 2005

The 2004 China International Conference in Finance (CICF), Shanghai, China,July 8-10, 2004, organized by the Sloan School of Management (MIT),Tsinghua University in Beijing, and China Europe International BusinessSchool (CEIBS).

2004 Annual European Financial Management Association Conference (EFMA), Basel, Switzerland, June 29--July 3, 2004.

The 11th Annual Conference on Pacific Basin Finance, Economics and Accounting (PBFEA), Taipei, R.O.C., November 21-22, 2003.

Conference on the Economic and Financial Prospect and Derivatives, hostedby the National Chiao Tung University and the Foundation of Pacific BasinFinancial Research and Development (FPBFRD), December 20, 2002.

2002 Annual Meeting of the American Finance Association (AFA), Atlanta, USA            

2001 Annual Meeting of the Financial Management Association (FMA), Toronto,Canada.

專書及研究計畫

專書:

Lin, Willson W. and Jerry T. Yang, 2013. New Business Opportunities in Low-carbon Economy (in Chinese). Peking University Press, Peking PROC.

Yang, Jerry T. and Willson W. Lin, 2012. From Ideas to Business. (in Chinese). Peking University Press, Peking PROC.

研究計畫:

August 2019. Studies Examined on Reverse Mortgages」,(as co-researcher; Project leader: Professor Che-Chun Lin) Project #MOST 108-2410-H-007 -079

August 2018. Optimization of Selling a House under Risk Aversion」, (as co-researcher; Project leader: Professor Che-Chun Lin)  Project #MOST 107-2410-H-007 -059

August 2015. Studies on the Disposition Time of Reverse Mortgage Collaterals」,(as co-researcher; Project leader: Professor Che-Chun Lin) Project #MOST 104-2410-H-007-052

August 2014. Studies on Mortgage-Related Derivative Products」,(as co-researcher; Project leader: Professor Che-Chun Lin) Project #MOST 103-2410-H-007-065

August 2013. Studies Examined on Mortgage Prepayment」,(as co-researcher; Project leader: Professor Che-Chun Lin) Project #NSC-102-2410-H-007-046

August 2011. Studies Examined on Reverse Mortgages」,(as co-researcher; Projectleader:  Professor Che-Chun Lin) Project #NSC-00-2410-H-007-054

August 2007.How does Time between Trades Affect Price Formation Process?」 (3/3)Project #NSC-95-2416-H-007-003。(third-year extension

August 2006.How does Time between Trades Affect Price Formation Process?」 (2/3)Project #NSC-95-2416-H-007-003

August 2005.How does Time between Trades Affect Price Formation Process? (1/3)Project #NSC-94-2416-H-007-015

August 2004.Compound Executive Stock Options: Indexed and Repriceable」,Project #: NSC-93-2416-H-007-008

August 2003.Board of Directors and Executives’ Underwater Stock Options: An Empirical Study」,Project #: NSC-92-2416-H-007-004

August 2002. Repricing Alternatives, Optimal Repricing Policy, and Early Exercise of Executive Stock Options」,Project #: NSC-91-2416-H-007-007

榮譽

108學年度績優導師「優良導師獎」

107學年度績優導師「優良導師獎」

105學年度績優導師「績優導師獎」

102學年度管理學院「教學優良教師

101學年度財金學系教學優良教師候選人

100學年度財金學系教學優良教師候選人

2003, NSC Advisory Award, National Science Council(in Taiwan).

2003年,指導「大專學生參與專題研究計畫」,經審核通過予以經費補助,並在眾多通過的專題計畫中,獲得「九十二年度大專學生參與專題研究計畫創作獎」

GRS Scholarship,  University of Arizona, USA.

Presidential Scholarship, SUNY at Stony Brook, USA.

Teaching Fellowships for Jobs Project,  NY State and SUNY,  USA.

W. Averell Harriman Scholarship, SUNY at Stony Brook, USA.

 

 

 

 

 

 

 

 

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