Researcher

Dr Donna Mary Salopek

Field of Research (FoR)

Biography


Dr Donna Salopek is a senior lecturer within the Department of Statistics, School of Mathematics and Statistics. 


ADMINISTRATIVE DUTIES:

Postgraduate Coursework Coordinator, School of Mathematics and Statistics


RESEARCH INTERESTS: Stochastic Analysis and its application to financial modelling


CURRENT TEACHING DUTIES
:

MATH 5816 Continuous Time Financial Modelling

MATH 5985 Term Structure Modelling


GRANTS:

Faculty Research Grant (2011):...view more


Dr Donna Salopek is a senior lecturer within the Department of Statistics, School of Mathematics and Statistics. 


ADMINISTRATIVE DUTIES:

Postgraduate Coursework Coordinator, School of Mathematics and Statistics


RESEARCH INTERESTS: Stochastic Analysis and its application to financial modelling


CURRENT TEACHING DUTIES
:

MATH 5816 Continuous Time Financial Modelling

MATH 5985 Term Structure Modelling


GRANTS:

Faculty Research Grant (2011): Stochastic integration of cylindrical ractional Brownian motion in UMD spaces ($7,420).

              


My Expertise

mathematical finance, probability, stochastic integration

View less

Location

Room RC-2054
Red Centre
Kensington Campus
UNSW

Contact

9385 7030
9385 7123

Publications

by Dr Donna Mary Salopek