Fields of Research (FoR)
Numerical and Computational Mathematics, Financial Mathematics, Applied MathematicsSEO tags
Biography
I was a staff member of the School of Mathematics and Statistics from 1985 to 2015, and an honorary since then.
I have held visiting/short term positions at Vanderbilt University, ICERM, Hong Kong Polytechnic University, Argonne National Laboratory, Courant Institute, Australian National University and University of Kentucky.
My Qualifications
PhD, MSc University of Dundee, BSc (Hons) Adelaide University
My Research...view more
I was a staff member of the School of Mathematics and Statistics from 1985 to 2015, and an honorary since then.
I have held visiting/short term positions at Vanderbilt University, ICERM, Hong Kong Polytechnic University, Argonne National Laboratory, Courant Institute, Australian National University and University of Kentucky.
My Qualifications
PhD, MSc University of Dundee, BSc (Hons) Adelaide University
My Research Activities
My research is in the development and application of computational methods for optimization problems, computational mathematics in general, but especially applied to problems of approximation and numerical integration on the sphere, high performance computing and problems in computational finance, such as calibration of financial models to market data.
Location
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1037
Contact
Publications
ORCID as entered in ROS
https://orcid.org/0000-0002-1271-6001