Page 52 - 34-1

Valuation of Spread and Basket Options

Author Biography
Jui-Jane Chang
Jui-Jane Chang is a Professor in the Department of Financial Engineering and
Actuarial Mathematics, Soochow University, Taiwan. Her research focuses on financial
engineering. She has published research papers in The Journal of Derivatives, The Journal
of Futures Markets, Review of Securities and Futures Markets, and Journal of Futures and
Options.

*Pao-Hsien Huang
Pao-Hsien Huang is an Assistant Professor in the Department of Money and Banking
at National Kaohsiung University of Science and Technology, Taiwan. University of
Science and Technology, Taiwan. His research focuses on financial engineering. He has
published research papers in the Review of Securities and Futures Markets, International
Review of Accounting, Banking and Finance, and Journal of Futures and Options.

Kun-Li Lin
Kun-Li Lin is a Professor in the Department of Business Management at National
Taichung University of Science and Technology, Taiwan. His research has been in the
fields of financial markets and institutions management; corporate governance; and fintech.
He has published research articles in international journals, including European Financial
Management, Review of Quantitative Finance and Accounting, International Review of
Financial Analysis, and International Review of Economics and Finance.

Ting-Pin Wu
Ting-Pin Wu is a Professor in the Department of Finance at National Central
University, Taiwan. His research focuses on designing, pricing, and hedging financial
derivatives. He has published research papers in The Journal of Derivatives, The Journal
of Futures Markets, Insurance: Mathematics and Economics, Review of Securities and
Futures Markets, Journal of Financial Studies, and Journal of Futures and Options.

*E-mail: samphhuang@nkust.edu.tw

44