Past postgraduate finance research students
Below is information on former postgraduate finance research degree students. It provides information on their thesis topic and on where they are now.
Assefa, Samson
Thesis: Pricing Swaptions and Credit Default Swaptions in the Quadratic Gaussian Factor Model
Degree: PhD (2008)
Where are they now? Quantitative Modellerin the credit, interest rate or equity area, London, UK
Bhar, Ramaprasad
Thesis: Discrete Time Models for Interest Rate Options and Volatility Properties for Interest Rates and Interest Rate Futures
Type: PhD (1997)
Where are they now? Ramaprasad is Associate Professor in Finance, Australian School of Business, University of New South Wales, Australia
Bruti-Liberati, Nicola
Thesis: Numerical Methods for Multi-Factors Models
Degree: PhD (2007)
Where are they now? Nicola died tragically in a traffic accident on his way to work at the University of Technology, Sydney on 28 August 2007, aged 32. He has been honoured and remembered through the Bruti-Liberati Visiting Fellowship at the Quantitative Finance Research Centre at the University of Technology, Sydney
Casavecchia, Lorenzo
Thesis: Investment Styles Across European Markets
Type: PhD (2008)
Where are they now? Postdoctoral Research Fellow, Finance Discipline Group, University of Technology, Sydney
Clifton, Matthew
Thesis:
Type: PhD (2010)
Where are they now? Co-founder of Alluvial Trading Group, Sydney, Australia
Copp, Joanne
Thesis: The Australian Foreign Exchange Market
Type: PhD (1995)
Where are they now? Economist, Seqwater, Brisbane, Australia
De Jager, Garry
Thesis: Option Pricing Theory as Applied to Foreign Exchange and Interest Rate Instruments
Type: PhD (1995)
Draper, Simon
Thesis: Alternative Investment Criteria
Type: Masters (2001)
Dwyer, Wayne
Thesis: Urban Housing Price Index
Type: Masters (1995)
Gao, Shenhuai
Thesis: Modelling Macroeconomic and Financial Adjustment Processes - The System Dynamics Approach
Type: PhD (2002)
Where are they now? Associate Lecturer, Discipline of Economics, University of Sydney
He, Xuezhong (Tony)
Thesis: The Dynamics of Heterogeneous Expectation in Financial Markets
Type: PhD (2001)
Where are they now? Professor, Finance Discipline Group, University of Technology, Sydney
Hobbes, Garry
Thesis: Economic Dividends and Returns
Type: PhD (1998)
Huang, Ming Xi
Thesis: Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
Type: PhD (2010)
Where are they now? Quantitative Analyst, Risk Management, Commonwealth Bank of Australia
Hulley, Hardy
Thesis: Strict Local Martingales in Continuous Financial Market Models
Type: PhD (2010)
Where are they now? Lecturer, Finance Discipline Group, University of Technology, Sydney
Hutson, Elaine
Thesis: Identification of Takeover Targets
Type: PhD (2000)
Where are they now? Elaine is an Associate Professor with the Department of Accounting and Finance, Monash University, Melbourne, Australia
Kazakoff, Vladimir
Thesis: Trading Optimisation in Financial Systems
Type: PhD (2008)
Where are they now? Fixed Income Quantitative Analyst, Tyndall Investment Management Australia, Sydney
Khomin, Alexander
Thesis: The Modelling of Expectational Dynamics in Speculative Markets
Type: Masters (2000)
Kwon, Oh Kang
Thesis: Evaluation and Risk Management of Exotic Derivatives
Type: PhD (2001)
Where are they now? Senior Quantitative Analyst, ANZ
Maina, Samuel
Thesis:
Type: PhD (2011)
McCulloch, James
Thesis: True Spreads and Optimal Tick Size on the Australian Stock Exchange
Type: PhD (2003)
Where are they now? AMP Bank, Sydney Australia
Mercorelli, Louis
Thesis: Market Microstructure Inefficiencies in Automated Exchanges
Type: PhD (2010)
Where are they now? Honorary Associate, Finance Discipline Group, University of Technology, Sydney
Morgan, Troy
Thesis: Integrated Modelling of Credit and Equity Market Risks
Type: PhD (2010)
Where are they now? Senior Quantitative Analyst at the Commonwealth Bank of Australia
Nikitopoulos-Sklibosios, Christina
Thesis: A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions
Type: PhD (2005)
Where are they now? Senior Lecturer, Finance Discipline Group, University of Technology, Sydney
O'Toole, David
Thesis: Exchange Rate Forecasts and Stochastic Trend Breaks
Type: PhD (2008)
Where are they now? Lecturer, Finance Discipline Group, University of Technology, Sydney
Pan, George
Thesis: Markov Chain Monte Carlo Applications in the Estimation of Asset Pricing Models
Type: PhD (2003)
Peat, Maurice
Thesis: Bankruptcy Probability: A Theoretical and Emprical Examination
Type: PhD (2003)
Where are they now? Maurice is a Senior Lecturer, Discipline of Finance, University of Sydney, Australia
Peng, Tao
Thesis: Portfolio Credit Risk Modelling and CDO Pricing – Analytics and Implied Trees from CDO Tranchesn
Type: PhD (2010)
Shi, Lei
Thesis: Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs
Type: PhD (2005)
Where are they now? Postdoctoral Research Fellow, Finance Discipline Group, University of Technology, Sydney
To, Thuy Duong
Thesis: On the Estimation of Interest Rate Models under the Heath-Jarrow-Morton Framework
Type: PhD (2005)
Where are they now? Thuy Duong is a Senior Lecturer, Australian School of Business, University of New South Wales, Sydney, Australia
van de Venter, Gerhard (Tobias)
Thesis: An Empirical Investigation from a Financial Planning Perspective of the Factors that Influence the Financial Risk Tolerance of Individuals
Type: PhD (2008)
Where are they now? Senior Lecturer, Finance Discipline Group, University of Technology, Sydney
Walker, Scott
Thesis: Ex-Dividend Price and Volume Behaviour
Type: Masters (2000)
Where are they now? Lecturer, School of Finance and Economics, University of Technology, Sydney
Wang, Gehong
Thesis: Payments System and Financial Markets
Type: Masters (2003)
Where are they now? The People's Bank of China
West, Jason
Thesis: Benchmark Models and Pricing Applications in Finance
Type: PhD (2005)
Where are they now? Jason is a Senior Lecturer at the Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, Australia
White, Christian
Thesis: National Electricity Market
Type: Masters (2001)
Ziogas, Andrew
Thesis: American Option Pricing
Type: PhD (2004)
Where are they now? Integral Energy
Ziveyi, Jonathan
Thesis:
Type: PhD (2010)
Where are they now? Jonathan is a Lecturer at the Australian School of Business, University of New South Wales, Sydney, Australia
