
I am a Senior Lecturer in the School of Banking and Finance, University of New South Wales, with a PhD in mathematics (probability theory) and a PhD in Finance. My research is in the area of continuous-time financial modelling, with applications to portfolio optimisation, modelling insider information, and derivatives pricing, including the pricing of options on equities, commodities, interest rates, as well as credit derivatives. I have supervised or co-supervised 11 PhD students, four masters research students, and nine honours students to completion. In 2009 I received a Dean's Commendation for Contributions to Teaching.
Memberships
My Teaching