輔仁大學管理學院  金融與國際企業學系 大學部UNDER GRADUATE PROGRAM

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邱嘉洲 助理教授

學歷 國立臺灣大學財務金融研究所博士
國立成功大學會計學研究所碩士
國立政治大學應用數學系學士
研究室 羅耀拉大樓SL420
經歷 92.9~96.7 醒吾科技大學兼任講師
95.2~96.7世新大學財務金融學系兼任講師
96.8~ 輔仁大學金融與國際企業學系專任助理教授
連絡方式

(02)2905-2913

ccc@mail.fju.edu.tw

任教科目 統計學、固定收益證券、財務管理、財務計算與軟體應用
研究領域 財務、財務工程、衍生商品評價、固定收益證券及其衍生商品

學術成果

期刊論文

Chiu, C. C. and Lee S. Y. (2007), “Surplus management under a stochastic process: Ascenarios-based asset allocation strategy”, NTU Management Review, Vol. 17: 2, 1-40 (TSSCI).

Chen, S. N., Tsai, H. H., Chiu, C. C.(2010), “Explaining the implied volatility skew from the rational speculationperspective: Calibration on the Taiwan stock index option market”, Journal of Futures and Options,Vol.3: 2, 1-33.

高銘淞、邱嘉洲、王昌勝 (2011), “公佈實施財務會計公報第十號之資訊內涵:對台灣電子業股價之衝擊效果”, 金融財務季刊,第12卷,第2期

學術會議論文

1. Chiu, C. C. and S. Y. Lee (2006), “ Surplus management under a stochastic process: Ascenarios-based asset allocation strategy”, Risk Management and Insurance Conference,The Sixth Risk Management Theory Seminar, National Chengchi                   University, Taiwan, R. O. C.

2. Han, C. S., C. C. Chiu, J. C. Chien, and C. Y. Tsai (2008), “ Pricing moving averageexchange options”, 1st Financial Development Seminar, National Chengchi University,Taiwan, R. O. C.

3. Tsai, W. P. and C. C. Chiu (2008), “Liquidity efficiency improvement study on thecorporate bond market”, 2008 Cross Straits: Trade, Economic, and Management Seminar,Fu Jen Catholic University, Taiwan, R. O. C.

4. Chiu, C. C. (2009), “Corporate bond and it's credit spread pricing: An incompleteinformation Black and Cox framework”, Financial Engineering and Actuarial MathematicsConference, Soochow University, Taiwan, R. O. C. (97-2410-H-030-002)

5. Chiu, C. C. and S. Y. Lee (2009), “Surplus management under a stochastic process: Assetallocation within a state-security approach”, 2009 International Conference of TaiwanFinance Association, National Central University, Taiwan, R. O. C.

6. Chiu, C. C., S. N. Chen and H. H. Tsai (2009), “The implied volatility for TXO options:Rational speculation perspective”, 2009 Financial Management Academic Conference,National Kaohsiung First University of Science and Technology, Taiwan, R.     O. C.

7. Chiu , C. C., C. S. Han, and Y. C. Chuang (2009), “No arbitrage pricing of cross currencymoving average exchange options”, The2010 International Conference on Asia PacificBusiness Innovation and Technology Management, Cebu, Philippines

8. 邱嘉洲、李建裕、賴資雅 (2010), “品牌形象與語意線索對消費者購買意願的影響--以手機為例”,2010 當代管理論壇, 大葉大學, 彰化, 臺灣,中華民國。

9. 蔡偉澎、邱嘉洲、吳春光、陳君豪 (2010), “新興債券市場流動性溢酬研究 – 以台灣公司債為例”,中國人民大學-輔仁大學雙邊學術研討會, 中國人民大學, 北京, 中華人民共和國。

10.蔡輝煌、邱嘉洲 (2011), “延伸LIBOR 市場模型來評價海外可轉債”兩岸金融暨國立政治大學金融學系第二屆金融發展學術研討會, 財團法人臺灣金融研訓院、國立政治大學金融學系, 國立政治大學, 臺北, 臺灣, 中華民國;2011年管理新     思維學術研討會, 國立台灣科技大學, 臺北, 臺灣, 中華民國

11. Chiu, C. C., W. P. Tsai, andC.Peng (2012), “American option by evaluating models with jump-diffusion process”,The 2012 Conference on Cross-Strait Trade and Management, Department of Finance and International Business, Fu Jen Catholic                University,New Taipei City, Taiwan, R.O.C.; Department of Accounting, Fu Jen Catholic University, New Taipei City, Taiwan, R.O.C.

12. Tsai, H. H., and C. C. Chiu (2013), “Pricing Euro-convertible bonds with an extended LIBOR market model”, 2013 Accounting Trends and Education Conference, Department of Accounting, Chinese Culture University, Taipei, Taiwan, R.O.C.;               Chinese Finance Society, Taipei, Taiwan, R.O.C.

13. Chiu, C. C. (2013), “Pricing out‐performance option underGARCH with copula dependence structure”, 2013 Crossstrait Conference on Modern Finance and Commerce, Economics and Business Administration Chongqing University, Chongqing,       P.R.C.

14. Chiu, C. C. (2013), “Are firms successful with respect to investment opportunity?”, 2013 Cross-strait Conference on Economics and Management, Economics and Management School of Wuhan University, Wuhan, P.R.C.

15. Tsai, W. P. and C. C. Chiu (2015), “The dividend tax saving strategy of stock futures”, 2015 Cross-strait Conference on Management, Central University of Finance and Economics, Beijing, P.R.C.

16. Chiu, C. C., and S. C. Hsu (2015), “Future and option Market cross efficiency: Arbitrage empirical study”, 2015 Cross-strait Conference on Management, Central University of Finance and Economics, Beijing, P.R.C.

               17. Han, C. S., C. C. Chiu, C. Y. Tsai, and J. C. Chien (2015), “Pricing of moving average exchange options”, 2015 Taiwan Risk and Insurance Association Annual Meeting and International Symposium, Department of Risk                                                              Management and Insurance, National Chengchi University, Taipei, Taiwan, R.O.C.