FIRN Affiliated PhD Candidates and Projects

Institutional Investment Management
Andrew Ainsworth, University of New South Wales

Credit Risk
Samuel Chege, University of Technolgy, Sydney

Option Pricing under Stochastic Volatility Models using Fourier Transform
Stephen Chin, University of Melbourne

Rating History and the Dynamic Estimates of Rating Migration Probabilities
Huong Dang, University of Sydney

Stochastic Solvency Testing in Life Insurance
Genevieve Hayes, Australian National University

Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
Nicole Huang, University of Technology, Sydney

Active Equity Funds Management
Adrian Lee, University of New South Wales

Liquidity Asset Pricing, Algorithmic Trading and Market Microstructure
Andre Levy, University of New South Wales

Corporate Risk Management
Shane Magee, Macquarie University

The BRIC Countries: Investment Risks and Opportunities
Biljana Nikolova, University of New South Wales

How Do Public Announcements Affect the Frequency of Trading in Stocks?
Sylwia Nowak, Australian National University

Closing Price Manipulation and Promotion of the Integrity of Equities Exchanges
Talis Putnins, University of Sydney

Risk Management and Aggregation of Heterogeneous Beliefs and Learning
Lei Shi, University of Technology, Sydney

Econometric Forecasting
Jing Tian, Australian National University

Evaluation of Early Exercise Exotic Options
Jonathan Ziveyi, University of Technolgy, Sydney