Postgraduate Students at CMSS

Our Postgraduate Students Include:

• Truc Le received PhD in 2005. He is working in the area of Financial Mathematics and Option Pricing. truc.le@maths.monash.edu.au (more about...)
• Daniel Tokarev received PhD in 2007. daniel.tokarev@sci.monash.edu.au
• Ashley Lim studies the Stochastic Lotka-Volterra models developing the Functional Central Limit Theorem and Moderate Deviation Principle. Ashley.Lim@sci.monash.edu.au
• Binh Huu Do is currently undertaking his PhD study under joint supervision of the Department of Accounting and Finance and Centre for Modelling of Stochastic Systems. The study investigates filtering and various applications in finance ranging from estimating interest rate models to stochastic volatility and pairs trading. binh.do@buseco.monash.edu.au
• Olivia Mah has joined the PhD program at the School of Mathematical Sciences in 2007. Her current research work is to investigate the types of stock price models which are compatible with the Black-Scholes formula for finitely many strike prices (rather than all), and how well these models approximate the Black-Scholes model. olivia.mah@sci.monash.edu.au
• Ying Oon Tan has joined the PhD program at the School of Mathematical Sciences in 2009. His current study is to derive explicit expressions for the valuation of call options under a variety of log-symmetric distributions in both discrete and continuous time, and to apply them to real market data. ying.tan@sci.monash.edu.au
• Mark Bentley has joined the PhD program at the School of Mathematical Sciences in 2009. His current research is in measures of risk and applied financial modelling. mark.bentley@sci.monash.edu.au