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Humboldt-Universität zu Berlin - Statistik

Meng-Jou Lu

Contact

  •   E-mail  lumengjo@cms.hu-berlin.de
  •   Phone / Fax
      +49 30 2093-5721 / +49 30 2093-5649
  •   Office / Office hours:
      SPA1, 400 / upon agreement

Mail address

Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany
mjl_website

Research Interest

 

  • Risk Management
  • Asset Pricing 
  • Quantitative Finance

 

Classes

 

EXI

 

Education

  • May 2015 - present  Doctoral student, IRTG1792, Humboldt-Universität zu Berlin

  • Sep 2005 - Jan 2007 MSc in Business Administration, National Central University

  • Sep 1997 - Jun 2000 BSc in Economics, National Tsing Hua University

 

Talks

 

alt Copulae Based Factor Model for Credit Risk Analysis
alt t-Copula Based Factor Model for Credit Risk Analysis