Short Bio

 

William is currently a assistant professor at the Department of Computer Science and Engineering, National Taiwan Ocean University and a visiting scholar at Institute of Information Science, Academic Sinica.
William is interesting in Financial Engineering with emphasis on pricing models and algorithms development. His work includes pricing of Asian options and computing tail conditional expectation, a VaR measure.
His current research lies in developing algorithms for exotic options and pricing systems. In addition, he is researching simulation algorithms to process financial data and nautical data from voyage data recorder (VDRs).