About me
Doctor of Philosophy University of Adelaide
Bachelor of Science University of Adelaide
Research
Research outputs for the last seven years are shown below. Some long-standing staff members may have older outputs included. To see earlier years visit Scopus
Open access indicates that an output is open access.
Year | Output |
---|---|
2018 |
Open access
10
|
Year | Output |
---|---|
2012 |
|
2010 |
|
2009 |
|
Year | Output |
---|---|
2024 |
Open access
|
2022 |
2
2
|
2021 |
Open access
111
101
|
2020 |
6
5
|
2019 |
19
13
|
2017 |
3
3
|
2013 |
1
|
2013 |
2
2
|
2012 |
2
2
|
2012 |
Open access
23
23
|
2012 |
21
18
|
2012 |
17
13
|
2012 |
|
2010 |
3
3
|
2009 |
2
|
2008 |
24
24
|
2008 |
8
6
|
External engagement & recognition
Organisation | Country |
---|---|
CSIRO Australia (Commonwealth Scientific Industrial Research organisation) | AUSTRALIA |
Curtin University | AUSTRALIA |
Food and Drug Administration | THAILAND |
Griffith University | AUSTRALIA |
RMIT University | AUSTRALIA |
University of Adelaide | AUSTRALIA |
University of Alberta | CANADA |
University of Calgary | CANADA |
University of California | UNITED STATES |
University of New South Wales | AUSTRALIA |
University of Queensland | AUSTRALIA |
University of South Australia | AUSTRALIA |
US Food and Drug Administration | UNITED STATES |
Teaching & student supervision
Supervisions from 2010 shown
Thesis title | Student status |
---|---|
Determining the casual relationshop between competing elements of military options | Current |
Application of hidden semi-Markov models in regime switching time series models | Completed |
Exchange options under Stochastic Volatility and Jump-Diffusion (SVJD) dynamics | Completed |
Hedge portfolios for options on several assets under jump-diffusion proccesses | Completed |
Leland option pricing models and transaction costs: an empirical study | Completed |
Trading strategies used by hedge funds | Completed |