Institute for Mathematics & its Applications
about imia
research
Financial Mathematics
The financial mathematics research program develops mathematical models for pricing complex financial derivatives. It incorporates interdisciplinary research on areas such as macroeconomic readjustment and carbon credit pricing.
Key IMIA members in this program include
- Prof Song-Ping Zhu
- Dr Grant Cox
- Dr Joanna Goard
Last reviewed: 20 April, 2010
Member Profile
Song-Ping Zhu graduated from the University of Michigan (Ann Arbor) with a PhD in 1987 and came to UoW in 1991. His current research interests are on financial mathematics (option pricing with stochastic volatility models) and mathematical modeling in the area of renewable ocean wave energy. [read more]
