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Past Finance and Economics Postgraduate Research Students

Below is information on former postgraduate research degree students. It provides information on their thesis topic and on where they are now.

Name

Title

Type

Where are they now?

Bruti-Liberati, N.

Numerical Methods for Multi-Factors Models

PhD (2007)

Nicola died in a motorcycle accident on Tuesday 28th August 2007 in Sydney, Australia.

Bhar, R.

Discrete Time Models for Interest Rate Options and Volatility Properties for Interest Rates and Interest Rate Futures

PhD (1997)

Associate Professor in Finance, University of New South Wales, Australia

Copp, J.

The Australian Foreign Exchange Market

PhD (1995)

 

De Jager, G.

Option Pricing Theory as Applied to Foreign Exchange and Interest Rate Instruments

PhD (1995)

 

Draper, S.

Alternative Investment Criteria

Masters (2001)

 

Dwyer, W.

Urban Housing Price Index

Masters (1995)

 

Gao, S.

Modelling Macroeconomic and Financial Adjustment Processes - The System Dynamics Approach

PhD (2002)

Associate Lecturer, Discipline of Economics, University of Sydney

He, X.

The Dynamics of Heterogeneous Expectation in Financial Markets

PhD (2001)

Associate Professor, School of Finance and Economics, University of Technology, Sydney, Australia

Hobbes, G.

Economic Dividends and Returns

PhD (1998)

Senior Lecturer, Department of Accounting and Finance, Macquarie University, Sydney, Australia

Hutson, E.

Identification of Takeover Targets

PhD (2000)

Lecturer, Department of Banking and Finance, Michael Smurfit Gradaute School of Busines, University College Dublin, Dublin, Ireland

Khomin, A.

The Modelling of Expectational Dynamics in Speculative Markets

Masters (2000)

Kunz, P.

Ethnic Entrepreneurs, Ethnic Precincts and Tourism: The Sydney Experience

PhD (2006)

Kwon, O.

Evaluation and Risk Management of Exotic Derivatives

PhD (2001)

Senior Lecturer, Discipline of Finance, University of Sydney

Lalich, W.

 

PhD (2003)

McCulloch, J.

True Spreads and Optimal Tick Size on the Australian Stock Exchange

PhD (2003)

AMP Bank, Sydney, Australia

Nikitopoulos-Sklibosios, C.

A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions

PhD (2005)

Lecturer, School of Finance and Economics, University of Technology, Sydney, Australia

Pan, G.

Markov Chain Monte Carlo Applications in the Estimation of Asset Pricing Models

PhD (2003)

 

Peat, M.

 

PhD (2003)

Senior Lecturer, Discipline of Finance, University of Sydney, Australia

To, T. D.

On the Estimation of Interest Rate Models under the Heath-Jarrow-Morton Framework

PhD (2005)

Lecturer, School of Economics, University of Adelaide, Australia

Walker, S.

Ex-Dividend Price and Volume Behaviour

Masters (2000)

Lecturer, School of Finance and Economics, University of Technology, Sydney, Australia

Wang, G.

Payments System and Financial Markets

Masters (2003)

The People's Bank of China, Beijing, China

West, J.

Benchmark Models and Pricing Applications in Finance

PhD (2005)

Singapore

White, C.

National Electricity Market

Masters (2001)

 

Ziogas, A.

American Option Pricing

PhD (2004)