陈松男教授现任上海交通大学上海高级金融学院兼聘教授，曾任全职教授。
陈松男教授曾在马里兰大学执教近二十年，并兼任金融系博士研究所主任七年，由于教学和研究成果突出，连续多次荣获杰出教授奖。曾经被美国财务金融管理学期刊列为全美国学术研究贡献最显著的前100名学者之一。（名列：第55名）
之后，转任台湾政治大学金融学系主任和讲席教授兼金融工程研究中心主任、台湾金融工程师学会创会理事长、台湾宝来金融集团衍生品首席顾问、量化投资策略研发主持人，以及台湾中国信托银行理财产品研发顾问。此外，也担任台湾期货交易所初创期展望未来十年发展重要衍生品上市的规划。另外，还担任南华基金公司独立董事、南华期货公司衍生品和金融工程首席顾问。
陈松男教授的研究方向包括金融工程、金融风险管理、衍生证券、金融创新、投资组合管理与资产配置、固定收益证券和利率衍生品。
陈松男教授学术造诣颇深，多篇研究论文在Journal of Finance, JFQA, Management Science, Journal of Futures Markets 和 Journal of Derivatives 等世界一流学术刊物发表，还应邀担任Advances in Investment Analysis等刊物的编辑，并出版了多本金融学相关的专业书籍。
陈松男教授也是美国金融学会、金融管理协会等国际学术协会的成员，曾受邀到中国商务部、复旦大学、北京大学等重要的国家金融机构和知名学府进行演讲。
陈松男教授讲授《金融工程》、《金融风险管理》、《衍生证券》、《结构式金融产品设计与应用：案例分析》、《另类投资与对冲基金策略》等课程。
陈松男教授于1976年在佐治亚大学获得金融学、数理统计与计量经济学博士学位。
教授著作:
陈松男教授在国际一流期刊已陆续发表了80多篇金融与衍生品关联的学术与应用论文。并已出版了10多本有关金融领域的书，其中几本书尤其受到学生和业界人士的好评：《金融工程学》、《期权交易实战一本精》、《固定收益证券与衍生品》、《金融风险管理》、《信用风险管理》、《结构式金融产品设计（一）及（二）》、《信用挂钩产品设计与应用》、《利率衍生品设计原理与应用》（即：利率金融工程学）、《对冲基金与量化Alpha策略》、《投资组合管理与资产配置策略》、《利率互换与利率风险管理创新》等。
1. Chen, Son Nan, and Pao Peng Hsu. 2025. The Business Cycle’s Impact on Volatility Forecasting: Recapturing Intrinsic Jump Components, Risks.
2. Chen, Son Nan, Pao Peng Hsu, and Kuo Yuan Liang. 2024. Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching, European Journal of Finance.
3. Chen, Sonnan, and Yuchi Gu. 2021. Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property, Review of Quantitative Finance and Accounting.
4. Chen, Sonnan, and Yuchi Gu. 2021. Jump, diffusion, and long-term volatility risks with incremental information in VIX assets, Journal of Derivatives.
5. Chen, Son Nan, Pao Peng Hsu, and Kuo Yuan Liang. 2019. Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model, European Journal of Finance.
6. Tang, Mei Ling, Son Nan Chen, Gene C. Lai, and Ting Pin Wu. 2018. Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee, Insurance: Mathematics and Economics.
7. Chen, Son Nan, and Pao Peng Hsu. 2018. Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model, International Review of Economics and Finance.
8. Chen, Son Nan, and Pao Peng Hsu. 2018. Pricing inflation-indexed derivatives with default risk, European Journal of Finance.
9. Chen, Son Nan, Pao Peng Hsu, and Chang Yi Li. 2016. Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion, Quantitative Finance.
10. Chiang, Mi Hsiu, Chang Yi Li, and Son Nan Chen. 2016. Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy, Review of Quantitative Finance and Accounting.
11. Li, Chang Yi, Son Nan Chen, and Shih Kuei Lin. 2016. Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium, European Journal of Finance.
12. Chang, Jui Jane, Son Nan Chen, Chun Chao Wang, and Ting Pin Wu. 2014. Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps, Journal of Derivatives.
13. Hsieh, Tsung Yu, Chi Hsun Chou, and Son Nan Chen. 2014. Valuation of guaranteed contracts set relative to cross-currency stochastic rates of return, Asia-Pacific Journal of Financial Studies.
14. Chen, Son Nan, Mi Hsiu Chiang, Pao Peng Hsu, and Chang Yi Li. 2014. Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model, Finance Research Letters.
15. Chang, Jui Jane, Son Nan Chen, and Ting Pin Wu. 2013. Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM, Journal of Futures Markets.
16. Chang, Jui Jane, Son Nan Chen, and Ting Pin Wu. 2012. A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options, Journal of Derivatives.
17. Tang, Mei Ling, and 松男 陈. 2012. Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities Market: A Simple Rule, Journal of Financial Studies.
18. Wu, Ting Pin, and Son Nan Chen. 2011. Valuation of CMS spread options with nonzero strike rates in the LIBOR market model, Journal of Derivatives.
19. Chiu, Yu fen, Son Nan Chen, and Ming hua Hsieh. 2010. Fast algorithms for pricing ratchet equity indexed annuities, International Research Journal of Finance and Economics.
20. Wu, Ting Pin, and Son Nan Chen. 2010. Modifying the LMM to price constant maturity swaps, Journal of Derivatives.
21. 謝, 宗佑, and 松男 陳. 2010. Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model, 財務金融學刊.
22. Wu, Ting Pin, and Son Nan Chen. 2009. Analytical valuation of barrier interest rate options under market models, Journal of Derivatives.
23. Wu, Ting Pin, and Son Nan Chen. 2009. Valuation of interest rate spread options in a multifactor LIBOR market model, Journal of Derivatives.
24. Chen, Son Nan, Shyan Yuan Lee, Hui Hwang Tsai, and Wei Hsiung Wu. 2008. Extend The Debt As It Is Not Deeply Out-Of-The-Money, Economics Bulletin.
25. 陈,, 松男. 2008. Quanto Average Rate Options in a Lognormal Interest Rate Model, 台湾财务金融学刊.
26. Wu, Ting Pin, and Son Nan Chen. 2008. Valuation of floating range notes in a LIBOR market model, Journal of Futures Markets.
27. Wu, Ting Pin, and Son Nan Chen. 2007. Cross-currency equity swaps in the BGM model, Journal of Derivatives.
28. Wu, Ting Pin, and Son Nan Chen. 2007. Equity swaps in a LIBOR market model, Journal of Futures Markets.
29. 陳松男(Son-Nan Chen). 1999. 在间断性避险及交易成本下的选择权评价模型：以实务观点修正理论, 風險管理學報.
30. Chen, Son Nan, and Kisuk Jeon. 1998. Mean reversion behavior of the returns on currency assets, International Review of Economics and Finance.
31. Byun, Jong Cook, and Son Nan Chen. 1997. The effect on a firm's financing and investment decisions of differential taxation as barriers to international investment, Review of Quantitative Finance and Accounting.
32. Byun, Jong Cook, and Son Nan Chen. 1996. International real interest rate parity with error correction models, Global Finance Journal.
33. Chen, Son Nan, and Hoyoon Jang. 1994. On selectivity and market timing ability of U.S.-based international mutual funds: Using refined Jensen's measure, Global Finance Journal.
34. Chen, Son Nan, S. J. Chang, and William T. Moore. 1994. The effect of uncertain inflation on firm value in a multiperiod economy, Review of Quantitative Finance and Accounting.
35. Chang, S. J., and Son Nan Chen. 1991. Information effects of earnings and dividend announcements on common stock returns: Are they interactive?, Journal of Economics and Business.
36. Chen, Son‐Nan ‐N. 1991. Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations, Financial Review.
37. Chang, Eric C., Chao Chen, and Son‐Nan ‐N Chen. 1990. Risk and return in copper, platinum, and silver futures, Journal of Futures Markets.
38. Chang, S. J., and Son‐Nan ‐N Chen. 1989. A Study of Call Price Behavior under a Stationary Return Generating Process, Financial Review.
39. Keown, Arthur J., JOHN M. PINKERTON, and SON NAN CHEN. 1987. Portfolio Selection Based Upon P/E Ratios: Diversification, Risk Decomposition and Implications, Journal of Business Finance and Accounting.
40. Chen, Son-Nan. 1987. Simple optimal asset allocation under uncertainty, Journal of Portfolio Management.
41. Chen, Son Nan. 1986. An Intertemporal Capital Asset Pricing Model Under Heterogeneous Beliefs, Journal of Economics and Business.
42. Pari, Robert A., and Son-Nan Chen. 1985. Estimation risk and optimal portfolios, Journal of Portfolio Management.
43. Chen, Son‐Nan ‐N, and Arthur J. Keown. 1985. GROUP EFFECTS AND BETA NONSTATIONARITY, Journal of Business Finance and Accounting.
44. Subramanian, N., and Son‐Nan ‐N Chen. 1985. OPTIMAL PORTFOLIO REVISION INTERVAL AND ITS DETERMINANTS, Financial Review.
45. Aggarwal, Reena, and Son‐Nan ‐N Chen. 1985. THE SPEED OF ADJUSTMENT OF STOCK PRICES TO NEW INFORMATION, Financial Review.
46. Chen, Son‐Nan ‐N, and William T. Moore. 1985. UNCERTAIN INFLATION AND OPTIMAL PORTFOLIO SELECTION: A SIMPLIFIED APPROACH, Financial Review.
47. Pari, Robert A., and Son‐Nan ‐N Chen. 1984. An Empirical Test of the Arbitrage Pricing Theory, Journal of Financial Research.
48. Chen, Son Nan. 1984. Capital budgeting and uncertain inflation, Journal of Economics and Business.
49. Moore, William T., and Son‐Nan ‐N Chen. 1984. Implementation of Optimal Portfolio Selection Under Uncertain Inflation, Financial Review.
50. Chen, Son‐Nan ‐N, and William T. Moore. 1984. MULTI‐PERIOD ASSET PRICING: THE EFFECTS OF UNCERTAIN INFLATION, Financial Review.
51. Moore, William T., and Son Nan Chen. 1984. The decision to lease or purchase under uncertainty: A bayesian approach, Engineering Economist.
52. CHEN, SON‐NAN , and STEPHEN J. BROWN. 1983. Estimation Risk and Simple Rules for Optimal Portfolio Selection, Journal of Finance.
53. Chen, Son‐Nan ‐N, and William T. Moore. 1983. PROJECT ABANDONMENT UNDER UNCERTAINTY: A BAYESIAN APPROACH, Financial Review.
54. Moore, William T., and Son Nan Chen. 1983. The value of perfect information in capital budgeting decisions with unknown cash flow parameters, Engineering Economist.
55. Pari, Robert A., and Son‐Nan ‐N Chen. 1982. An Empirical Test of the Arbitrage Pricing Theory, Financial Review.
56. Chen, Son Nan. 1982. An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas, Journal of Financial and Quantitative Analysis.
57. Chen, Son Nan, and Cheng F. Lee. 1982. Bayesian and mixed estimators of time varying betas, Journal of Economics and Business.
58. Chen, Son Nan, and Arthur J. Keown. 1982. Differencing interval and autocorrelation effects on portfolio diversification: Additive versus multiplicative assumptions, Journal of Economics and Business.
59. Chen, Son‐Nan ‐N, and William T. Moore. 1982. INVESTMENT DECISIONS UNDER UNCERTAINTY: APPLICATION OF ESTIMATION RISK IN THE HILLIER APPROACH, Financial Review.
60. Chen, Son Nan, and William T. Moore. 1982. Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach, Journal of Financial and Quantitative Analysis.
61. CHEN, SON‐NAN, and ARTHUR J. KEOWN. 1981. An Examination of the Relationship between Pure Residual and Market Risk: A Note, Journal of Finance.
62. Chen, Son Nan. 1981. Beta nonstationarity, portfolio residual risk and diversification, Journal of Financial and Quantitative Analysis.
63. CHEN, SON‐NAN, and ARTHUR J. KEOWN. 1981. Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note, Journal of Finance.
64. Chen, Son-Nan, and Cheng F. Lee. 1981. The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions, Management Science.
65. Chen, Son‐Non, and John D. Martin. 1980. BETA NONSTATIONARITY AND PURE EXTRA‐MARKET COVARIANCE EFFECTS ON PORTFOLIO RISK, Journal of Financial Research.
66. Chen, Son Nan. 1980. Time Aggregation, Autocorrelation, And Systematic Risk Estimates--Additive Versus Multiplicative Assumptions, Journal of Financial and Quantitative Analysis.
67. Lee, Cheng F., and Son‐Nan ‐N Chen. 1979. A Random Coefficient Model for Reexamining Risk Decomposition Method and Risk-Return Relationship Test, Financial Review.
68. Chen, Son‐Nan ‐N. 1979. RE‐EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY, Journal of Financial Research.
《利率互换与利率风险管理创新》
出版时间：2024-04-01
《利率与债券结构式产品创新：驱动债券金融科技创新》
出版时间：2022-08-01
金融工程学：金融创新科技
出版时间：2018-08-01
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