Associate Professor Jonathan Ziveyi
- PhD in Finance, University of Technology, Sydney
- Graduate Certificate in University Learning and Teaching, UNSW Sydney
- BSc (Hons) in Applied Mathematics Degree (First Class Honours), National University of Science and Technology, Zimbabwe
Jonathan is an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research based at the UNSW Business School where he is an Associate Professor and Associate Head in the School of Risk and Actuarial Studies. He received his PhD in Quantitative Finance from the University of Technology Sydney where his thesis was on the evaluation of early exercise exotic options. His current research interests include longevity risk management, valuation of guarantees embedded in variable annuities and option pricing under stochastic volatility. His research output has been widely published in esteemed quantitative finance and actuarial journals such as Insurance: Mathematics and Economics, Quantitative Finance among others and has been presented at various international conferences.
- Publications
- Media
- Grants
- Awards
- Research Activities
- Engagement
- Teaching and Supervision
- 2021 – 2023 Australian Research Council Grant (AUD386,139)
- 2017 – 2020 Society of Actuaries Grant (US$248,278)
- 2017 – 2020 Australian Research Council Grant (AUD350,000)
- 2017 UNSW Business School Linkage Seed Funding Grant (AUD40,000)
- 2015 UNSW Business School Research Grant (AUD18,000)
- 2013 NSW Australian School of Business Research Grant (AUD15,000)
- 2013 Institute of Actuaries of Australia Research Grant (AUD15,000)
- 2011 Institute of Actuaries of Australia Research Grant (AUD37,862)
- 2011 UNSW Australian School of Business Special Research Grant (AUD8,000)
- 2010 UTS Quantitative Finance Research Centre Travel Grant
- 2009 American Finance Association Student Travel Grant
- 2007 International Postgraduate Research Scholarship, University of Technology, Sydney
- 2007 President’s Scholarship, University of Technology, Sydney
- 2005 Vice Chancellor’s Prize for graduating with a First-Class Degree, National University of Science and Technology, Zimbabwe
- 2003 NUST Book Prize for the best 2nd year student, National University of Science and Technology, Zimbabwe
My Research Supervision
- Samuel Thirurajah, 2024 – current, joint supervisor
- Gayani Thalagoda, 2023 – current, joint supervisor
- Yawei Wang, 2022 – current, joint supervisor
- Xingying Yu, 2021 – current, joint supervisor
- Yuxin Zhou, 2021 – current, core supervisor
- Lingfeng Lyu, 2021 – current, joint supervisor
My Teaching
- ACTL3182 - Asset-Liability and Derivative Models
- ACTL5109 - Financial Economics for Insurance and Superannuation