Current finance postgraduate research degree students
These are the current postgraduate research degree students in the Finance Discipline Group with the details of their thesis topic and supervisors.
King Ming Chan
Ph:+61 2 9514 7777 Fax: +61 2 9514 7711
Email: KingMing.Chan@student.uts.edu.au
Course: PhD
Thesis topic: Indifference (Utility-Based) Pricing of Converitible Bonds
Supervisor: Erik Schlögl
In Hwan (David) Chung
Ph: +61 2 9514 7756 Fax: +61 2 9514 7711
Email: InHwan.Chung@uts.edu.au
Course: PhD
Thesis topic: Speeding up Monte Carlo Simulation in Lognormal LIBOR Market Models
Supervisor: Erik Schlögl
Ke Du
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Ke.Du@student.uts.edu.au
Course: PhD
Thesis topic: Benchmark Approach: A New Methodology for Commodity Price Modelling
Supervisor: Erik Schlögl
Leonardo Fernandez
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Leonardo.Fernandez@student.uts.edu.au
Course: PhD
Thesis topic: The Role of Venture Capitalists in Initial Public Offerings in Australia
Supervisor: David Michayluk
Hardy Hulley
Ph:+61 2 9514 7754 Fax: +61 2 9514 7711
Email: Hardy.Hulley@uts.edu.au
Course: PhD
Thesis topic: Strict Local Martingales in Continuous Financial Market Models
Supervisor: Eckhard Platen
Kirrily Jordan
Ph: +61 2 9514 9859 Fax: +61 2 9514 7711
Email: Kirrily.Jordan@student.uts.edu.au
Course: PhD
Thesis topic: Cosmopolitan Heritage in Multicultural Society
Supervisor: Jock Collins
Danny Lo
Ph:+61 2 9514 7777 Fax: +61 2 9514 7711
Email: Danny.K.Lo@student.uts.edu.au
Course: PhD
Thesis topic: Market microstructure effects in financial markets
Supervisor: Tony Hall
Harry Liem
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Harry.Liem@student.uts.edu.au
Course: PhD
Thesis topic: The Sustainability of Returns from Alternative Investments
Supervisor: Ron Bird
Samuel Chege Maina
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: SamuelChege.Maina@student.uts.edu.au
Course: PhD
Thesis topic: Credit Risk Modelling"
Supervisor: Carl Chiarella
Troy Morgan
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Troy.Morgan@uts.edu.au
Course: PhD
Thesis topic: Quantitative Finance
Supervisor: Erik Schlögl
Hugh Morris
Ph: +61 2 9514 7741 Fax: +61 2 9514 7711
Email: Hugh.Morris@uts.edu.au
Course: PhD
Thesis topic: Financial Services/Insurance
Supervisor: Warren Hogan
Richard Norman
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email:Richard.Norman@uts.edu.au
Course: PhD
Thesis topic: Limitations and Distortions in Outcome Measurement in Economic Evaluation of Healthcare: Towards a Better Decision-Making Structure
Jeffrey Scott
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Jeffrey.Scott@student.uts.edu.au
Course: PhD (part time)
Thesis topic: Customer Purchasing and Lapse Decisions of Life Insurance Products
Supervisor: Ron Bird
Lei Shi
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Lei.Shi-2@student.uts.edu.au
Course: PhD
Thesis topic: Risk Management Strategies and Aggregation of Heterogeneous Beliefs and Learning
Supervisor: Tony He
Chamroeum Sok (Michael)
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Chamroeum.Sok@student.uts.edu.au
Course: Masters
Thesis topic: Short and Long Term Impact of Credit Rating Changes on Australian Stock Market
Supervisor: Ron Bird
Ja Young (Jenny) Suh
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Ja.Y.Suh@student.uts.edu.au
Course: PhD
Thesis topic: How Well the Payment Methods of Mergers and Acquisitions Affects Bondholders?
Supervisor: Terry Walter
Kiran Thapa
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Kiran.Thapa@student.uts.edu.au
Course: Started PhD in 2009
Thesis topic: Breakout and Momentum: Impact of Online Forum Discussions of Technical Analysis on Price Behaviour of Speculative Resource Equities in ASX
Supervisor: Ron Bird
Kees Cornelis Van Gool
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Kees.C.VanGool@student.uts.edu.au
Course: PhD
Thesis topic: The Role of Socioeconomic Status on Health and Health Care
Supervisor: Elizabeth Savage
Scott Walker
Ph: +61 2 9514 4039 Fax: +61 2 9514 7711
Email: Scott.Walker@uts.edu.au
Course: PhD
Thesis topic: A Study of Repeating Events that Change Corporate Structure
Supervisor: David Michayluk
Danny Yeung
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Danny.Yeung@student.uts.edu.au
Course: PhD
Thesis topic: The Impact of Institutional Ownership and Stock Returns
Supervisor: Ron Bird
Liang Zhao
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Liang.Zhao@student.uts.edu.au
Course: Started PhD in 2009
Thesis topic: An Extension of Shifted Lognormal Interest Rate Market Model with Inflation
Supervisor: Erik Schlögl
Jonathan Ziveyi
Ph: +61 2 9514 7777 Fax: +61 2 9514 7711
Email: Jonathan.Ziveyi@student.uts.edu.au
Course: PhD
Thesis topic: The Valuation of Two-Dimensional American Options Using Spectral Gaberkin Methods
Supervisor: Carl Chiarella
