Teaching and Supervision

TEACHING

  • S1 2020 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course [Flipped classroom approach by stream], UNSW Sydney, Australia
  • S1 2018 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course [Flipped classroom approach by stream], UNSW Sydney, Australia
  • S1 2017 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course [Flipped classroom approach by stream], UNSW Sydney, Australia
  • S1 2016 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course [Flipped classroom approach], UNSW Sydney, Australia
  • S2 2015 RISK5003 Risk Decisions Master of Risk Management, UNSW Sydney, Australia
  • S1 2015 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course, UNSW Sydney, Australia
  • S1 2014 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course, UNSW Sydney, Australia
  • S2 2013 RISK5003 Risk Decisions Master of Risk Management, UNSW Sydney, Australia
  • S1 2013 ACTL2131/5101 Probability and Statistics for Actuaries (CT3): 2nd year undergraduate actuarial course, UNSW Sydney, Australia
  • S2 2012 ACTL6003 Risk Decisions: Master of Risk Management students, UNSW Sydney, Australia
  • S1 2012 ACTL6001 Fundamentals of Risk and Risk Management: Master of Risk Management course, University of New South Wales, Sydney, Australia
  • S2 2011 Financial Risk Management: 3rd year undergraduate students, Macquarie University, Sydney, Australia
  • S2 2011 Financial Econometrics Tutorials for Master in Quantitative Finance students, University of Technology, Sydney, Australia
  • S2 2011 Econometrics for Finance Tutorials for Master students, Macquarie University, Sydney, Australia
  • S1 2011 Econometrics for Finance Tutorials for Master students, Macquarie University Sydney, Australia
  • S1 2011 Business Statistics Tutorials for undergraduate students, University of Technology, Sydney, Australia
  • S2 2010 Econometrics for Finance Tutorials for Master students, Macquarie University, Sydney, Australia
  • Fall 2009-2010 Introduction to Finance Tutorials for undergraduate economics and business administration students, Goethe University, Frankfurt am Main, Germany
  • Summer 2006 Statistics of Financial Markets Tutorials for postgraduate economics and finance students, Humboldt University, Berlin, Germany
  • Fall 2005-2006 Statistics II Tutorials for undergraduate economics and business administration students, Humboldt University, Berlin, Germany
  • Summer 2005 Statistics I Tutorials for undergraduate economics and business administration students, Humboldt University, Berlin, Germany

SUPERVISION

  • Yaru Liang - PhD (joint supervisor) - "Insurance Risk Management in a Changing Climate" - expected completion February 2024
  • Patrick Wong - PhD (joint supervisor) - "Stochastic Volatility Models, Option Pricing and Risk Management in Energy Markets” - expected completion July 2020
  • Jun Chen - PhD (joint supervisor) - "Efficient Data Cleaning and Inference: Robust Estimation and Portfolio Management using Big Data” - expected completion March 2020
  • Nikolay Gudkov - PhD (joint supervisor) - "On the Computational Methods in Finance: Pricing of Derivative Contracts in Financial Markets, Energy Markets and Insurance" - completed July 2019
  • Giulia Dalle Fratte - MSc thesis, University of Padua, Italy (joint supervisor) “Efficient Estimation of Diffusion Models for Energy Markets” – 110/110 cum laude – completed March 2016
  • Andrew Song – Honours (joint supervisor) “Pricing and Hedging of Guaranteed Minimum Benefits in Variable Annuities” – First class Honours with University Medal – completed November 2015
  • ​Man Chung (Simon) Fung - PhD (joint supervisor) "Pricing and Risk Management of Long Dated Products in Finance and Insurance" - completed November 2014
  • Shahin Elliin – Honours (joint supervisor) - "A trend-change extension of the Lee-Carter model with applications to annuity pricing" - Second class Honours, division one - completed November 2014