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Below is information on former postgraduate research degree students. It provides information on their thesis topic and on where they are now.
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Name
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Title
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Type
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Where are they now?
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Bruti-Liberati, N.
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Numerical Methods for Multi-Factors Models
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PhD (2007)
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Nicola died in a motorcycle accident on Tuesday 28th August 2007 in Sydney, Australia.
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Bhar, R.
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Discrete Time Models for Interest Rate Options and Volatility Properties for Interest Rates and Interest Rate Futures
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PhD (1997)
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Associate Professor in Finance, University of New South Wales, Australia
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Copp, J.
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The Australian Foreign Exchange Market
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PhD (1995)
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De Jager, G.
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Option Pricing Theory as Applied to Foreign Exchange and Interest Rate Instruments
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PhD (1995)
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Draper, S.
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Alternative Investment Criteria
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Masters (2001)
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Dwyer, W.
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Urban Housing Price Index
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Masters (1995)
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Gao, S.
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Modelling Macroeconomic and Financial Adjustment Processes - The System Dynamics Approach |
PhD (2002)
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Associate Lecturer, Discipline of Economics, University of Sydney
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He, X.
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The Dynamics of Heterogeneous Expectation in Financial Markets
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PhD (2001)
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Associate Professor, School of Finance and Economics, University of Technology, Sydney, Australia
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Hobbes, G.
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Economic Dividends and Returns
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PhD (1998)
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Senior Lecturer, Department of Accounting and Finance, Macquarie University, Sydney, Australia
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Hutson, E.
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Identification of Takeover Targets
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PhD (2000)
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Lecturer, Department of Banking and Finance, Michael Smurfit Gradaute School of Busines, University College Dublin, Dublin, Ireland
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Khomin, A.
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The Modelling of Expectational Dynamics in Speculative Markets
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Masters (2000)
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Kunz, P.
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Ethnic Entrepreneurs, Ethnic Precincts and Tourism: The Sydney Experience
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PhD (2006)
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Kwon, O.
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Evaluation and Risk Management of Exotic Derivatives
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PhD (2001)
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Senior Lecturer, Discipline of Finance, University of Sydney
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Lalich, W.
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PhD (2003)
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McCulloch, J.
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True Spreads and Optimal Tick Size on the Australian Stock Exchange
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PhD (2003)
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AMP Bank, Sydney, Australia
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Nikitopoulos-Sklibosios, C.
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A Class of Markovian Models for the Term Structure of
Interest Rates Under Jump-Diffusions
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PhD (2005)
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Lecturer, School of Finance and Economics, University of Technology, Sydney, Australia
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Pan, G.
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Markov Chain Monte Carlo Applications in the Estimation of Asset Pricing Models
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PhD (2003)
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Peat, M.
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PhD (2003)
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Senior Lecturer, Discipline of Finance, University of Sydney, Australia
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To, T. D.
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On the Estimation of Interest Rate Models under the Heath-Jarrow-Morton Framework
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PhD (2005)
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Lecturer, School of Economics, University of Adelaide, Australia
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Walker, S.
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Ex-Dividend Price and Volume Behaviour
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Masters (2000)
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Lecturer, School of Finance and Economics, University of Technology, Sydney, Australia
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Wang, G.
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Payments System and Financial Markets
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Masters (2003)
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The People's Bank of China, Beijing, China
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West, J.
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Benchmark Models and Pricing Applications in Finance
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PhD (2005)
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Singapore
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White, C.
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National Electricity Market
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Masters (2001)
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Ziogas, A.
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American Option Pricing
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PhD (2004)
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