A.期刊論文

1. Ting-Pin Wu and Son-Nan Chen. (2007). Equity Swaps in a LIBOR Market Model. Journal of Futures Markets, 27 (9), 893-920. (SSCI, 國科會財務領域A- 級期刊)
2. Ting-Pin Wu and Son-Nan Chen. (2007). Cross-currency Equity Swap in the BGM Model. Journal of Derivatives, 15 (Winter), 60-76. (SSCI, 國科會財務領域A級期刊)
3. Ting-Pin Wu and Son-Nan Chen. (2008). Valuation of Floating Range Notes in a LIBOR Market Model. Journal of Futures Markets, 28 (7), 697-710. (SSCI, 國科會財務領域A- 級期刊)
4. Ting-Pin Wu and Son-Nan Chen. (2008). Quanto Average Interest Rate Options in a Lognormal Interest Rate Market Model. Journal of Financial Studies, 16(2), 35-67. (TSSCI, 台灣財務 金融學會96年度研討會最佳學術論文).
5. Ting-Pin Wu. (2008). Pricing and Hedging Quanto Forward Contracts under HJM Model, Journal of the Chinese Statistical Association , 46 (4), 288-308. (JEL, Econlit, CIS)
6. Ting-Pin Wu and Son-Nan Chen. (2009). Valuation of Interest Rate Spread Options in a Multifacotr LIBOR Market Model. The Journal of Derivatives, 17 (Spring), 38-52. (SSCI, 國科會財務領域A 級期刊)
7. 傅瑞彬、陳松男、吳庭斌, (2009). 選擇權賣方有利可圖嗎: 加價利益的觀點. 台大管理論叢, 19(2), 55-65.(TSSCI).
8. Ting-Pin Wu. (2009). Pricing and Hedging Chooser Options within the HJM Interest Rate Model, Journal of Statistics and Computing, Forthcoming.
9. Ting-Pin Wu and Son-Nan Chen. (2009). Analytical Valuation of Barrier Interest Rate Options under Market Models. The Journal of Derivatives, 17 (Fall), 21-37. (SSCI, 國科會財務領域A級期刊}.
10. Ting-Pin Wu, Jui-Pin Fu and Son-Nan Chen. Valuation of Asian Interest Rate Options within the BGM Model. Journal of Financial Studies, Forthcoming. (TSSCI).
11. Ting-Pin Wu, Jui-Pin Fu and Son-Nan Chen. (2009). Valuation of Quanto Interest Rate Exchange Options. Journal of Financial Studies, 17(4), 頁數未定. (TSSCI, 台灣財務金融學會97年度研討會最佳學術論文).

B.會議論文

1. Wu, T. P. and Chen, S. N., 2006, "Equity Swaps in a LIBOR Market Model," The 2006 Annual Conference of Taiwan Finance Association.
2. Wu, T. P. and Chen, S. N., 2006, "Average Interest Rate Options in a LIBOR Market Model,"2006海峽兩岸財金趨勢研討會(2006第四屆財務金融及財金未來學術暨實務研討會).
3. Wu, T. P. and Chen, S. N., 2007, "Average Interest Rate Options in a LIBOR Market Model," 2007行為財務學暨新興市場理論與實證研討會.
4. Wu, T. P. and Chen, S. N., 2007, "Quanto Average Interest Rate Options in a LIBOR Market Model," The 2007 Annual Conference of Taiwan Finance Association.
5. Wu, T. P. and Chen, S. N., 2008, "Interest Rate Exchange Options in a Multifactor LIBOR Market Model," The 2008 Annual Conference of Taiwan Finance Association.
6. Wu, T. P., 2008, "The Valuation of Interest Rate Exchange Option in a LIBOR Market Mode," 第二屆中國統計學年會(大陸杭州). Ting-Pin Wu, "The Valuation of Inflation-Protected Range Notes," 2008靜宜財金論壇學術研討會, Taichung.
7. Wu, T. P., 2008, "Analytical Valuation of Barrier Interest Rate Options under Market Models," 97年統計學術研討會.
8. Wu, T. P., 2009, "Analytical Valuation of Barrier Interest Rate Options under Market Models," 2009行為財務學暨新興市場理論與實證研討會.
9. Wu, T. P. and Chen, S. N., 2009, "Valuation of Inflation-Adjusted Floating Range Notes," The 2009 Annual Conference of Taiwan Finance Association.



1. (2007) 國科會計畫:平均利率選擇權評價與避險:LIBOR 市場模型(96-2416-H-305-015-)
2. (2007) 中華民國證券商同業公會開發新金融商品計畫(副召集委員)
3. (2008) 國科會計畫: 匯率連動平均利率選擇權: 跨國LIBOR 市場模型(97-2410-H-305-013-)
4. (2009)
國科會計畫: 界限利率選擇權之評價與避險: 市場模型(NSC 98-2410-H-305-033-)