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. To see earlier years visit Scopus
Open access indicates that an output is open access.
Year | Output |
---|---|
2018 |
Open access
7
1
|
Year | Output |
---|---|
2012 |
|
2010 |
|
2009 |
|
Year | Output |
---|---|
2022 |
1
1
1
|
2021 |
Open access
45
44
7
|
2020 |
6
4
1
|
2019 |
12
9
|
2017 |
2
3
|
2013 |
1
|
2013 |
2
2
|
2012 |
2
1
|
2012 |
Open access
19
19
|
2012 |
20
17
|
2012 |
16
11
|
2012 |
|
2010 |
3
3
|
2009 |
2
|
2008 |
18
19
|
2008 |
8
6
|
External engagement & recognition
Organisation | Country |
---|---|
CSIRO Australia (Commonwealth Scientific Industrial Research Organisation) | AUSTRALIA |
Curtin University | AUSTRALIA |
Food and Drug Administration | UNITED STATES |
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 |