Completed Honours Students:
|
Student
Name |
Thesis
Title |
Conferred
Date |
|
Grant
Moule**++ |
Numerical Solution of Short-Crested Waves Around a
Vertical Circular Cylinder (won a university medal). |
1992 |
|
Clara
Murdaca |
On
the interpolation of multi-dimensional functions with multiquadrics |
2000 |
|
Ryan
Omrod+ |
Quantifying
the effect of correlation between forward and hazard rates on pricing credit
default swaps and credit swap options |
2004 |
|
Drew
Shaw+ |
Incorporating
Dividends into Option Valuation |
2005 |
|
Joshua
Quigley+ |
Valuing
Multi-Asset Options with the Boundary Element Method |
2006 |
|
Michael
O'Sullivan |
A
study of Monte Carlo Method used for pricing American Options |
2007 |
|
Steve
Stone+ |
On
the Method of Fundamental Solutions For Pricing Financial Derivatives |
2007 |
|
Lewis
Mitchell**++ |
Wave
Diffraction and Radiation around an OWC device |
2007 |
|
Rene
Ogunbona+ |
Optimal
Compliance Strategy for Energy Firms under the Australian Carbon Pollution
Reduction Scheme |
2009 |
|
Alex
Badran**++ |
Exploring
analytical solutions to regime-switching models |
2010 |
Undergraduate Advanced Students:
|
Student
Name |
Advanced
Project Title |
Conferred
Date |
|
William
J. Francis* |
A Comparative Study of Two Analytical Approxi- mation Formulae and
The Binomial Method for the Optimal Exercise Boundary of American Put Options |
2004 |
* indicates those undergraduate students I
have managed to publish a conference paper with.
** indicates those undergraduate students I
have managed to publish a journal paper with.
+ indicates those
undergraduate students who were awarded a first-class honor.
++ indicates those undergraduate students who
were awarded a first-class honor and a university medal.