Researcher

Dr Leung Lung Chan

Field of Research (FoR)

Biography

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...view more

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
View less

Location

School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1036

Contact

9385 7021
9385 7123

Publications

by Dr Leung Lung Chan