Amy (Tzu) Tai

Avenel, New Jersey *****•973-***-****•acda4b@r.postjobfree.com

SUMMARY

FRM candidate with strong background in mathematics and financial modeling

Innovative professional with experience in implementing financial models using various programs, including

Matlab, SAS and others

Proven researcher with several academic publications, with e xpertise in areas such as corporate finance, credit

risk, quantitative analyses

Resourceful problem solver, with ability to quickly learn and apply knowledge

EDUCATION

Rutgers, the State University of New Jersey 2014

Ph.D. in Finance

National Chiao Tung University, Taiwan 2007

M.S. in Finance

National Chiao Tung University, Taiwan 2005

B.S. in Applied Mathematics

Minor in Management Science, Certificate in Financial Engineering

THESES

Ph.D. Dissertation: “Essays of Capital Structure, Risk Management, and Options on Index Futures”

The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach

Pricing Fair Deposit Insurance: Structural Model Approach

Forecasting Implied Volatilities for Options on Index Futures: Time Series and Cross -Sectional Analysis

versus Constant Elasticity of Variance (CEV) Model

Master Thesis: “Pricing Snowball Notes with Hull-White Model”

Implemented Hull-White interest rate tree model to price bonds with sophisticated inversing floating coupon

rates

TECHNICAL SKILLS

SAS, C++, Matlab, LISREL, MINITAB, Microsoft Excel, Eview, SQL

EXPERIENCE

Rutgers, the State University of New Jersey 2009-Present

Research Experience

Coauthored the book “Using Excel, MINITAB, and SAS to Perform Statistical Analysis”

Developed tree models to price fair deposit insurance premium

Constructed structural equation models using LISREL to determine factors of capital

structure, which can be applied to credit models

Employed time-series and cross-sectional analysis to forecast implied volatilities for

options on index futures

Conducted investigation using SAS on the relationship of informativeness and firm size

over business cycle

Collected data from multiple datasets (Compustat, Board of Governors of the Federal

Reserve System, etc) to execute empirical studies

Reviewed option bounds models and reported comparison

Served as referee for Review of Pacific Basin Financial Markets and Polices and Review

of Quantitative Finance and Accounting

Presented papers and served as discussant in Annual Conference on PBFEAM

Research and Teaching Assistant, Rutgers Business School

Employed statistical and financial analyses to produce textbook examples

Instructed students in data mining of term projects

Co-organized the 20th Annual Conference on Financial Economics and Accounting and

the 20th Annual Conference on PBFEAM

Assisted teaching in “Financial Management”, “Corporate Finance”, and “Investment

Analysis” classes

Course Instructor, Rutgers Business School Summer 2012

Lectured on “Corporate Finance” (Rating 4.63/5)

National Chiao Tung University, Taiwan 2007-2008

Research Assistant, Graduate Institute of Finance

Reported weather derivatives models and its applications in Taiwan

Summarized literature in credit risk models for paper publications

Evaluated credit risk based on structural model s

Presented paper related to credit risk in Quantitative Methods in Finance Conference

Presented paper related to pricing complex bond in Annual Conference of Taiwan

Finance Association

Teaching Assistant 2005-2007

Assisted teaching in “Financial Mathematics”, “Futures and Options”, and “Calculus”

classes

PUBLICATIONS

“Using Excel, MINITAB, and SAS to Perform Statistical Analysis,” with Cheng -Few Lee and John C. Lee,

Springer Academic Publishers, 2014, forthcoming.

“The Determination of Capital Structure: A LISREL Model Approach,” with Cheng -Few Lee, Handbook of

Financial Econometrics and Statistics, edited by Cheng-Few Lee, Alice C. Lee, John C. Lee, Springer

Academic Publishers, 2014, forthcoming.

“Discriminant Analysis and Factor Analysis: Theory and Method,” with Cheng -Few Lee and Lie-Jane Kao,

Handbook of Financial Econometrics and Statistics, edited by Cheng -Few Lee, Alice C. Lee, John C. Lee,

Springer Academic Publishers, 2014, fo rthcoming.

“Implied Volatility: Theory and Empirical Method,” with Cheng -Few Lee, Handbook of Financial

Econometrics and Statistics, edited by Cheng-Few Lee, Alice C. Lee, John C. Lee, Springer Academic

Publishers, 2014, forthcoming.

“An Analysis of Co-Movements in Industrial Sector Indices over the Last 30 Years,” with Jon G. Poynter and

James P. Winder, Review of Quantitative Finance and Accounting, 2013, forthcoming.

“The Statistical Distribution Method, Decision Tree Method, and Simulation Method on Ca pital Budgeting,”

with Cheng-Few Lee, Encyclopedia of Finance, 2nd Edition, edited by Cheng -Few Lee and Alice C. Lee,

Springer Academic Publishers, 2013, pp. 813 -823.

“Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Gover nment,” with

Hsiao-Yin Chen, Cheng-Few Lee, and Kehluh Wang, Review of Pacific Basin Financial Markets and Policies,

2011, Vol. 14 (1), pp. 153-169.

“Pricing Snowball Notes with Hull-White Model and Quadrature Methods,” with Tian -Shyr Dai and Kehluh

Wang, Journal of Futures and Options, 2008, No. 1 (2), pp. 73-108.

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