TEACHING
T1 2016-2024 ACTL2131 Probability and Mathematical Statistics (CT3 core actuarial exam from the Institute of Actuaries) for 2nd year undergraduate actuarial students, UNSW Sydney
ACTL5101 Probability and Statistics for Actuaries (CT3) for postgraduate actuarial students, UNSW Sydney
T2/3 2020-2023 COMM1190 Data, Insights and Decisions for 1st year undergraduate commerce students, University of New South Wales, Sydney, Australia
S1/2 2012-2015 RISK 5003 Risk Decisions for postgraduate students, UNSW Sydney
S2 2012 RISK 5001 Fundamentals of Risk and Risk Management for postgraduate students, UNSW Sydney
2010-2011 Financial Risk Management (lecture) MQ Uni Sydney
Financial Econometrics (tutorials) for Master in Quantitative Finance students, UTS Sydney
Business Statistics (tutorials) for undergraduate students, UTS Sydney
Econometrics for Finance Tutorials for Master students, MQ Uni Sydney
2009-2010 Introduction to Finance (tutorials) for business administration students, Goethe University, Frankfurt am Main, Germany
2005-2006 Statistics of Financial Markets (tutorials) for postgraduate economics and finance students, Humboldt University, Berlin, Germany
Statistics I (tutorials) for undergraduate economics and business administration students, Humboldt University, Berlin, Germany
Statistics II (tutorials) for undergraduate economics and business administration students, Humboldt University, Berlin, Germany
SUPERVISION
2025- George Liu, UTS (joint supervision with Yang Shen)
2024- Frances Liu, UTS (joint supervision with Vitali Alexeev)
2023- Shawn Yang, UNSW (joint supervision with Qihe Tang and Han Li)
2017-2021 PhD completion - Patrick Wong, UNSW (joint supervisor with David Colwell and Jose Da Fonseca)“Stochastic Volatility Models, Option Pricing and Risk Management in Energy Markets”
2017-2021 PhD completion - Jun Chen, UNSW (joint supervisor with Vitali Alexeev) “Efficient Data Cleaning and Inference: Robust Estimation and Portfolio Management in Big Data”
2015-2019 PhD completion - Nikolay Gudkov, UNSW (joint supervisor with Jonathan Ziveyi) “On the Computational Methods in Finance: Pricing of Derivative Contracts in Financial Markets, Energy Markets and Insurance”
July 2015-Mar 2016 MSc completion - Giulia Dalle Fratte, University of Padua, Italy (joint supervisor with Martino Grasselli) “Efficient Estimation of Diffusion Models for Energy Markets” – 110/110 cum laude
Feb-Nov 2015 Honours completion - Andrew Song, UNSW (joint supervisor with Jonathan Ziveyi) “Pricing and Hedging of Guaranteed Minimum Benefits in Variable Annuities” – First class Honours with University Medal
Feb 2011-Aug 2014 PhD completion - Man Chung Simon Fung, UNSW (joint supervisor with Michael Sherris) awarded “Pricing and Risk Management of Long Dated Products in Finance and Insurance”
Feb-Nov 2014 Honours completion - Shahin Eliin, UNSW (joint supervisor with Ralph Stevens) second class division 1 “A Trend-Change Extension of the Lee Carter Model with Applications to Annuity Pricing” Second class Honours, division one