Researcher

Dr Patrick Ayden Wong

Biography

Patrick Wong is an Early Career Academic Fellow in the School of Risk and Actuarial Studies at UNSW Business School since January 2022. He has been a true alumni of UNSW with a double degrees (with triple major) undergraduate, first class honours and PhD all from UNSW.

Patrick’s research interests are in quantitative modelling and the commodity markets, with a specific focus on the crude oil markets. He is particularly interested in...view more

Patrick Wong is an Early Career Academic Fellow in the School of Risk and Actuarial Studies at UNSW Business School since January 2022. He has been a true alumni of UNSW with a double degrees (with triple major) undergraduate, first class honours and PhD all from UNSW.

Patrick’s research interests are in quantitative modelling and the commodity markets, with a specific focus on the crude oil markets. He is particularly interested in derivative pricing, financial modelling and risk management at high frequency while leveraging modern computing architecture. He actively works with high frequency time series, tick-by-tick options and order book data. Patrick has published his research in top tier international journals such as Energy Economics.

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Location

Contact

+61-2-9348 0968