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中央大學 財務金融博士












1. 奈米國家型科技人才培育計畫3年期計畫 2012-2014
暑期陸生專班計畫 2012年、2013年、2014
勞動部職訓局就業學程計畫 2013年、2014

4. 最適VIX隨機過程及其衍生性金融商品評價,100.08.01~101.07.31,國科會,主持人

5. 考慮跳躍因子下的破產預測模型,99.08.01~100.07.31,國科會,主持人

6. 動能效果在個別股票選擇權之探討,98.08.01~99.07.31,國家科學委員會,主持人

7. 最大概似法在考慮跳躍因子下之違約風險衡量,97.08.01~98.07.31,國家科學委員會,主持人

8. 不同績效評估基礎下之一般化員工認股權證比較,96.11.01~97.07.31,國家科學委員會,主持人



1. Chuang-Chang Chang, Jun-Biao Lin* and Chun-Chieh Yang (2014, Jun). The Effect of Stochastic Interest Rates on a Firm's Capital Structure under a Generalized Model. Review of Quantitative Finance and Accounting. (Accepted). (FLI). 本人為通訊作者. 國科會財務領域國際期刊分級排序A-.

2. Chin-Ming Chen, Jun-Biao Lin (2014, Jul). The Analysis and Valuation of Surrender Option for Life Insurance Policy with Installment Premium. 管理與系統, 21(3), 517-532. (TSSCI).

3.林君瀌、莊家偉(2014年06月),台灣股市違約風險效應之檢測,商略學報,6(2),133-153,(SCI)。本人為第一作者、通訊作者。商略學報為 TSSCI 優先觀察名單。

4. Chung-Chang Chang, Jun-Biao Lin, Wei-Che Tsai and Yaw-Huei Wang “Comprehensive Studies on Using the Richardson Extrapolation Techniques for Pricing American Options under Alternative Stochastic Processes"  Review of Quantitative Finance and Accounting Accepted (FLI)

5. Wen-Ming Szu, Jun-Biao Lin*, Kai-Yi Ji and Je-Yung Jao, “An Improved Least-Square Monte-Carlo Approach for Pricing American Options”, Journal of Financial Studies, Accepted (TSSCI )

6. Jun-Biao Lin*, Mei-Yueh Huang and Pei-Hua Weng, VaR Estimation Based on Copulas and Extreme Value Theory”, Risk Review, Accepted (In Chinese)

7. Mei-Yueh Huang and Jun-Biao Lin*(2011), “Do ETFs provide effective International Diversification?”, Research in International Business and Finance,Vol. 25(3) 335-344 (FLI)

8. Jun-Biao Lin, Khai-Tri lam* and Ying-Shing Lin (2011) “Investors' Responses under Financial Crisis: A Study of Investment Psychology Based on the Evidence of Hochiminh Stock Exchange, International Research Journal of Applied Finance, Vol. 2(8) pp. 936-954 (Econlit)

9. Chuang-Chang Chang and Jun-Biao Lin(2010),“The Valuation of Contingent Claims Using Alternative Numerical Methods, ” Journal of International Financial Markets, Institutions & Money, Vol. 20 No. 20(FLI) pp.490~508

10. Chung-Chang Chang and Jun-Biao Lin (2010),“The Valuation of Multivariate Contingent Claims under Transformed Trinomial Approaches,” Review of Quantitative Finance and Accounting, Vol. 34 No. 34(FLI) pp.23~36

11. Chung-Chang Chang, Jun-Biao Lin* and Wen-Min Shen (2009),“Pricing Weather Derivatives using a Predicting Power Time Series Process, ” Asia-Pacific Journal of Financial Studies, Vol. 25 No. 25(SSCI) pp.863~890

12. Robin K. Chou, Mei Yueh Huang, Jun Biao Lin* and Jen Tsung Hsu (2009) “The Consistency of Size Effect: Time Periods, Regression Methods, and Database Selection, ” IEEE International Conference on Hybrid Intelligent Systems, Vol. 1 No. 1(EI) pp.84~88

13. Jun-Biao Lin (2009) “The Comparison of Different Performance Evaluations for Executive Stock options,” International Research Journal of Finance and Economics, Vol. 1 No. 25(Econlit) pp.21~30

14. Chuang-Chang Chang, Jun-Biao Lin and Wen-Chi Yeh (2008) “A Lattice Approach for Pricing Asset Swaps and Default Swaps with Counterparty Risks, ” Journal of Futures & Options  pp.33~84

15. Pin-Huang Chou, Wen-Shen Li, Jun-Biao Lin, and Jane-Sue Wang (2006) “Estimating the VaR of a Portfolio subject at Price Limits and Nonsynchronous Trading,” International Review of Financial Analysis, Vol. 15 No. 15(FLI) pp.363~376



1. Shu-Fan Hsieh, Jun-Biao Lin, Yu-Fen Wang (2014, Jun). The Impact of the Introduction of Stock Options on Short Selling. 2014臺灣財務金融學會年會暨財務金融學術研討會. 最佳論文獎.

2. Chuang-Chang Chang, Jun-Biao Lin and Min-Hung Tsay, A Generalized Brennan-Rubinstein Approach for Valuing Options with Stochastic Interest Rates,2011 Taiwan Finance Association, Taiwan

3. Jun-Biao Lin, Mei-Yueh Huang and Chai-Wei Chuang, The Examination of Default Effect in Taiwan Stock Market- A DOC framework, 2011 Taiwan Finance Association, Taiwan

4. Wen-Ming Szu, Jun-Biao Lin, Kai-Yi Ji and Je-Yung Jao, An Improved Least Squares Monte Carlo Approach for Pricing Various Types of Options, 18thAnnual Conference on Pacific Basin Finance, Economics, Accounting and Management, 2010, Beijing, China

5. Chuang-Chang Chang, Jun-Biao Lin, Wei-Che Tsai, Yaw-Huei WangComprehensive Studies on Using the Richardson extrapolation techniques for Pricing American Options under Alternative Stochastic ProcessesTaiwan Finance Association2010.05

6. Wen-Ming Szu, Jun-Biao Lin, Kai-Yi Ji and Je-Yung JaoAn Improved Least Squares Monte Carlo Approach for Pricing Various Types of Options17th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management, and 3rd International Conference on Business in Asia2009.07

7. Chuang-Chang Chang and Jun-Biao Lin, Determining the Capital Structure of a Firm with A generalized Interest Rate ProcessTaiwan Finance Association, Taiwan2009.06

8. Chuang-Chang Chang and Jun-Biao Lin, A General Method for Multivariate Assets Pricing, Integrated Risk Management Conference 2007 (ISBN 978-957-28134-1-6)2007.12

9. Jun-Biao Lin, Mei-Yueh HuangThe CAMELSG for the Performance of Financial Institutions-Taiwan EvidenceInternational Conference on Business and Information (ISSN 1729-9322)2008.07

10. Jun-Biao Lin and Chung-Chang Chang, The Valuation of Contingent Claims Using Various Numerical MethodsFirst Asia Conference on Financial Engineering2008.06

11. Chuang-Chang Chang, Jun-Biao Lin and Wen-Min ShenThe Algorithms for Valuing Multivariate Contingent Claims: Applications for Weather and other DerivativesAnnual Conference of Taiwan Finance Association2007.06

12. Robin Chou, Jun-Biao Lin and Jen-Tsung Hsu, The Consistency of Size Effect: Databases, Regression Methods, and Time PeriodsFinancial Management Association2004.10






1. 2014臺灣財務金融學會年會暨財務金融學術研討會最佳論文獎