Dr Leung Lung Chan

Dr Leung Chan is a lecturer in the School of Mathematics and Statistics, Faculty of Science, UNSW. He is a member of the School’s Finance and Risk Analysis Research Group which develops innovative methods for financial modelling, derivative pricing and risk analysis.

The research interests of the Finance and Risk Analysis group cover a number of different interrelated areas:

Financial Mathematics

• Pricing and hedging of financial derivatives
• Stochastic implied volatility models
• Default risk modelling
• Modelling of credit migrations
• Valuation of credit derivatives
• Asset price dynamics

Quantitative Risk

• Quantitative Risk Solutions Lab