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

Monica Ly+

Extracting Local Volatility Using the Dupire Formula

2012

Ashlee Davis

Pricing American options under regime regime-switching models

2015

 

 

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.