Meng-Jou Lu
Contact
- E-mail lumengjo@cms.hu-berlin.de
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Phone / Fax
+49 30 2093-5721 / +49 30 2093-5649 -
Office / Office hours:
SPA1, 400 / upon agreement
Mail address
Humboldt-Universität zu BerlinSchool of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany
Research Interest
- Risk Management
- Asset Pricing
- Quantitative Finance
Classes
- Statistical Tools in Finance and Insurance (Lecture SS 15)
- Statistik I. (Tutorial SS16)
| EXI |
Education
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May 2015 - present Doctoral student, IRTG1792, Humboldt-Universität zu Berlin
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Sep 2005 - Jan 2007 MSc in Business Administration, National Central University
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Sep 1997 - Jun 2000 BSc in Economics, National Tsing Hua University
Talks
 Copulae Based Factor Model for Credit Risk Analysis |
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t-Copula Based Factor Model for Credit Risk Analysis |