教授個人資料

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姓名: 姜一銘 Jiang, I-Ming
學群: 數位金融學群
TEL: 03-4638800 ext. 3662
Email: jiangfinance@saturn.yzu.edu.tw

職稱

助理教授

專長/研究領域

財務工程、風險管理與大數據分析應用、實質選擇權應用、財金議題實證研究、智能金融交易系統與技術分析教育訓練

學歷

  • 國立政治大學金融博士
  • 國立政治大學統計碩士

經歷

  • 育達商業技術學院 財務金融系 助理教授 2004/08/01-2008/07/31
  • 元智大學 管理學院 財務金融系 助理教授 2008/08/01-2011/07/31
  • 元智大學 管理學院 助理教授 20011/08/01-

期刊論文

  1. 【01】Chen, Son-Nan and I-Ming Jiang (2004), "Quanto Forward-Start Asian Options", Academia Economic Paper, Vol. 32, No. 1, pp. 149-200. (TSSCI, 國科會財金領域學門表列優良期刊)
  2. 【02】Liu, Yu-Hong, Mao-Wei Hung, I-Ming Jiang and Cheng-Han Kuei (2008), "Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach", Asia-Pacific Journal of Financial Studies, Vol. 37, No. 4, pp. 569-598. (2008 Impact Factor = 0.136, Business Finance Rank = 47/48; SSCI) (國科會財務領域學門表列B+級國際期刊)
  3. 【03】Liu, Yu-Hong and I-Ming Jiang (2010), "Vulnerable Options Pricing under Heterogeneity and Its Application in Taiwan Warrant Market", International Journal of Fuzzy Systems, Vol. 12, No. 3, pp. 243-251. (2010 Impact Factor = 1.362, Automation & Control Systems Rank = 22/60; Computer Science, Artificial Intelligence Rank=54/108; SCI, EI)
  4. 【04】Lee, Shih-Cheng, I-Ming Jiang and Yu-Hong Liu (2010), "Testing the Ohlson Model-Fractional Cointegration Approach", International Research Journal of Finance and Economics, Vol. 55, No. 3, pp. 36-44. (EconLit, monitored by SSCI)
  5. 【05】Liu, Yu-Hong, I-Ming Jiang, Shih-Cheng Lee and Yu-Ting Chen (2011), “The Valuation of Reset Options when Underlying Assets are Autocorrelated”, International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 95-114. (EconLit, JEL)
  6. 【06】Cheng T. S. Johnson, I-Ming Jiang and Po-Yuan Chen (2011), “Optimal Investment Decisions under Product Life Cycle and Market Power: A Real Options Approach”, Journal of Management, Vol. 28, No. 4, pp. 379-402. (TSSCI, 國科會財金領域學門表列優良期刊) (當年度票選最佳論文)
  7. 【07】Chi-Hwa Pan, I-Ming Jiang, Shih-Cheng Lee and Yen-Chieh Huang (2011), "Asset Correlation: The Empirical Analysis of Commercial Real Estate in Taiwan Market", Journal of Accounting, Finance & Management Strategy, Vol. 6, No. 2, pp. 1-22. (ABI)
  8. 【08】Shih-Cheng Lee, I-Ming Jiang, Bang-Han Chiou, and Huan-Chin Cheng (2012). "Asset Correlation and Evidence from UK Firms", International Research Journal of Applied Finance, Vol. 3, No. 1, pp. 50-64. (Econlit, JEL)
  9. 【09】Jiang, I-Ming and Wei-Wei Shiao (2012), “Research on the Risky Convertible Bond with Reset Clause: An Application of Finite Difference Method”, Investment Management and Financial Innovations, Vol. 9, No. 2, pp. 61-68. (Econlit, JEL)
  10. 【10】Jiang, I-Ming, Yu-Hong Liu, Zhi-Yuan Fong and Meng-Kun Lai (2012), “Pricing and Hedging Strategy for Options with Default and Liquidity Risk”, Asia Pacific Management Review, Vol. 17, No. 2, pp. 127-144. (TSSCI, 國科會管理領域學門表列優良期刊)
  11. 【11】Liu, Yu-Hong , I-Ming Jiang, Andrew Ming-Long Wang and Zhi-Yuan Fong (2012), “Defaultable Options under Imprecise Information”, Review of Securities and Futures Markets, Vol. 24, No. 3, pp. 183-228. (TSSCI, 國科會財金領域學門表列優良期刊)
  12. 【12】Liu, Yu-Hong and I-Ming Jiang (2012), “Influence of Investor Subjective Judgments in Investment Decision-Making”, International Review of Economics and Finance, Vol. 24, pp. 129-142. (2012 Impact Factor = 0.855, Business Finance Rank = 44/86; SSCI) (國科會財務領域學門表列B+級國際期刊)
  13. 【13】Shih-Cheng Lee, Jiun-Lin Chen, I-Ming Jiang and Cheng-Yi Hsu (2012), "Accounting Conservatism and Bankruptcy", Journal of Accounting, Finance & Management Strategy, Vol. 7, No. 2, pp. 41-54. (ABI)
  14. 【14】Liang, Shuh, Johnson T. S. Cheng and I-Ming Jiang (2013), “Growth Options, Complementary Goods, and Strategic Investment Decisions”, International Research Journal of Finance and Economics, Vol. 103, pp. 25-32. (Econlit, JEL, monitored by SSCI)
  15. 【15】Wang, Alan T. , Shu-Hsun Hung and I-Ming Jiang (2013), “The Effect of Target Federal Funds Rate Changes on the Foreign Exchange Markets: An Event Study Approach”, Journal of Applied Finance & Banking, Vol. 3, No. 3, pp. 117-132. (Econlit, JEL)
  16. 【16】Jiang, I-Ming, Sheng-Yung Yang, Yu-Hong Liu and Alan T. Wang (2013), “Valuation of Double Trigger Catastrophe Options with Counterparty Risk”, North American Journal of Economics and Finance, Vol. 25, pp. 226-242. (2013 Impact Factor = 1.500, Business Finance Rank = 16/89, SSCI)
  17. 【17】Cheng, T. S. Johnson, Shuh Liang, I-Ming Jiang and Ze-Jia Chen (2014), “Asian Monetary Integration: A Real Option Perspective”, Review of Securities and Futures Markets, Vol. 26, No. 3, pp. 173-202. (TSSCI, 國科會財金領域學門表列優良期刊)
  18. 【18】Liu, Yu-Hong , I-Ming Jiang and Zhi-Yuan Fong (2014), “Pricing Contingent Claims using the Heath-Jarrow-Morton Term Structure Model and Time-Changed Lévy Processes”, Asia Pacific Management Review, Vol. 19, No. 3, pp. 273-298. (TSSCI, 國科會管理領域學門表列優良期刊)
  19. 【19】Jiang, I-Ming, Jui-Cheng Hung and Chuan-San Wang (2014), “Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?”, The Journal of Futures Markets, Vol. 34, No. 11, pp. 1077-1091. (2013 Impact Factor = 0.772, Business Finance Rank = 55/89, SSCI) (國科會財務領域學門表列ATier-2級國際期刊)
  20. 【20】Feng, Zhi-Yuan, Johnson T. S. Cheng, Yu-Hong Liu and I-Ming Jiang (2015), "Option Pricing with Time Changed Lévy Processes under Imprecise Information", Fuzzy Optimization and Decision Making, Vol. 14, No. 1, pp. 97-119. (2015 Impact Factor = 2.569, Operations Research & Management Science Rank = 13/81, SCI)
  21. 【21】Cheng, Johnson T. S., I-Ming Jiang and Yu-Hong Liu (2015), “Technological Innovation, Product Life Cycle and Market Power: A Real Options Approach”, International Journal of Information Technology & Decision Making, Vol. 14, No. 1, pp. 93-113. (2015 Impact Factor = 1.183, Operations Research & Management Science Rank = 44/82, SCI)
  22. 【22】Wang, Alan T., I-Ming Jiang, Horng-Jinh Chang and Johnson T. S. Cheng (2015), "The Role of Exchange Rate Fluctuations in the Volatility and Correlations in Emerging Markets", International Journal of Information and Management Sciences, Vol. 26, pp. 219-238. (TSSCI, 國科會管理領域學門表列優良期刊 )
  23. 【23】Jiang, I-Ming (2016), "Quanto Reset Put Options", Journal of Accounting, Finance & Management Strategy, Vol. 11, No. 1, pp. 19-28. (ABI)
  24. 【24】Liu, Yu-Hong, I-Ming Jiang and Ying-Ming Yen (2016), "A Real Options Approach to the Valuation of Switch Benefits between Manual Toll Collection and ETC for Freeways ", Advances in Financial Planning and Forecasting, Vol. 7, pp. 317-342. (國科會財務領域學門表列B級國際期刊, FLI)
  25. 【25】Jiang, I-Ming, Chia-Chun Lo, Andreas Karathanasopoulos and Konstantinos Skindilias (2016), "A Risk Control Tool for Foreign Financial Activities – A New Derivatives Pricing Model", Journal of Asset Management, forthcoming. (國科會財務領域學門表列B級國際期刊)
  26. 【26】Liu, Yu-Hong⁠, I-Ming Jiang⁠ and Wei-Tze Hsu (2018), "Compound Option Pricing under A Double Exponential Jump-diffusion Model", North American Journal of Economics and Finance, Vol. 43, pp. 30-53. (2016 Impact Factor = 0.876, Economics Rank = 183/347, SSCI)
  27. 【27】Liu, Yu-Hong, I-Ming Jiang and Li-Chun Chen (2018), " Valuation of n-fold Compound Barrier Options with Stochastic Interest Rates", Asia Pacific Management Review, Vol. 23, pp. 169-185. (TSSCI, 國科會管理領域學門表列優良期刊 )
  28. 【28】Hung, Jui-Cheng, Yu-Hong Liu, I-Ming Jiang and Shuh Liang (2018), "Price Discovery and Trading Activity in Taiwan Stock and Futures Markets", Emerging Markets Finance and Trade, forthcoming.(2016 Impact Factor = 0.826, Economics Rank = 188/347, SSCI)
  29. 【29】Liu, Yu-Hong , I-Ming Jiang (2018), "Optimal Proportion Decision-making for Two Stages Investment" , North American Journal of Economics and Finance, forthcoming.(2017 Impact Factor = 1.191, Economics Rank = 182/353, SSCI)
  30. 【30】Liu, Yu-Hong , I-Ming Jiang and Meng-I Tsai (2018), "Influence of Managers' Subjective Judgments on Project Abandonment Decision-Making", International Journal of Information Technology & Decision Making, forthcoming. (2017 Impact Factor = 1.755, Operations Research & Management Science Rank = 37/83, SCI)
  31. 【31】Bing Wang, Si Xu, Kung-Cheng Ho, I-Ming Jiang and Hung-Yi Huang (2019), "Information Disclosure Ranking, Industry Production Market Competition, and Mispricing: An Empirical Analysis", Sustainability, forthcoming. (2017 Impact Factor = 2.075, Environmental Studies Rank = 51/108, SSCI)
  32. 【32】Gong, Yujing, Kung-Cheng Ho, Chia-Chun Lo, Andreas Karathanasopoulos, and I-Ming Jiang (2019), "Forecasting Price Delay and Future Stock Returns: The Role of Corporate Social Responsibility", Journal of Forecasting, forthcoming. (2017 Impact Factor = 0.934, Economic Rank = 220/353, SSCI)
  33. 【33】Jiang, I-Ming , Yu-Hong Liu and Sutee Pakavaleetorn (2021), "Optimal Sequential Investment Decision-making with Jump Risk", Asia-Pacific Journal of Operational Research, forthcoming.(2020 Impact Factor = 0.757, Operations Research & Management Science Rank = 79/83, SCIE)
  34. 【34】Liu, Yu-Hong, I-Ming Jiang, and Hung-Chieh Huang (2024), "Managerial Discretion and Debt Financing Under Information Uncertainty", Financial Review, forthcoming. (國科會財務領域學門表列ATier-2級國際期刊)

會議論文

  1. Shih-Cheng Lee, Chien-Ting Lin, Chia-Yu Chiang, I-Ming Jiang (2010),"An Empirical Examination of Accounting Based Valuation Models",2010American Accounting Association Annual Meeting.
  2. I-Ming Jiang, Shih-Cheng Lee, Po-Yuan Chen, Yu-Hong Liu(2011),"A Simple Formula for European Option under Time-Changed Lévy Processes with Imprecise Market Information",9th Annual International Conference on Finance.
  3. Yu-Hong Liu, Zhi-yuan Fong, I-Ming Jiang (2011),"Analytical Upper Bounds for American Exotic Currency Options with a Stochastic Skew Model"",9th Annual International Conference on Finance.
  4. Po-yuan Chen, I-Ming Jiang(2012),"The Valuation of Joint Profits for a Supply Chain with Two Agents under Uncertainty", The Seventh International Workshop on Agent-based Approaches in Economic and Social Complex Systems.

研究計畫

專書/個案/其他出版品

產學計劃

  1. 姜一銘 (2015)，104學年度補助大專校院辦理就業學程計畫「金融保險與實務運作」學程(由改制後的勞動部勞動力發展署桃竹苗分署委託) 校內計畫編號RD1040023

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    期刊論文審查人:
  1. 中原企管評論
  2. 財務金融學刊(TSSCI)
  3. 應用經濟論叢(TSSCI)
  4. Economic Modelling (SSCI)
  5. Applied Economics (SSCI)
  6. Clean Technologies and Environmental Policy(SCI)
  7. International Journal of Information and Management Sciences(TSSCI, EI)