I
have been Professor of Mathematics at National Taiwan University since
August 2002. I held a similar position at the University of Miami from
1981 to 2000. In between I was a Lecturer in Mathematics at Latrobe
University and a Senior Lecturer in Finance at the University of
Melbourne.
Research
Interests:
Ordinary Differential Equations and
Dynamical Systems: averaging, integral manifolds,
nonautonomous linear systems, almost periodic systems, exponential
dichotomies, linearization, bifurcation theory, shadowing, chaos,
homoclinic orbits, singularly perturbed systems.
Financial Mathematics: option
pricing in the presence of transactions costs, convergence in the
binomial model.
Click below to see a list of my publications:
Publications
Master's Students:
Lo-Bin Chang : ``Convergence in
The Binomial Model''
Jian-Hao Huang: ``Transactions Costs''
Hsinting Lin: ``Transactions
Costs''
Cheng Wen Cai: ``Barrier Options''
Kun Hong Hou: ``Lookback Options''
Yi Long Hsu: ``Credit Default Swaps''
Current
Classes:
Calculus
Introduction to Probability .
Links:
Dynamical Systems Software
.