Supervision

Current Students

PhD Students

• Abdullah Ibrahim Radwan, PhD in Mathematical Sciences, University of Technology Sydney, Sydney, Australia (co-supervision with Stephen Woodcock)

Completed Students

PhD Students

• Yuxin Zhou, PhD in Risk and Actuarial Studies, University of New South Wales, Sydney, Australia (co-supervision with Yang Shen, Michael Sherris, and Jonathan Ziveyi) (2024)
  • Affine Mortality Models and Pooling Products for Longevity and Long-term Care Risk Management

Bachelor’s and Master’s Degree Students

• Jiarui Zhang, Bachelor of Mathematical Sciences (Honours), University of Technology Sydney, Sydney, Australia (2024)
  • Comparison of Jump Detection Methods for Financial Time Series
• Stephanie Cruz, Elias Marcella, and Kenrick Raymond So, Bachelor of Science in Applied Mathematics, Major in Mathematical Finance, Ateneo de Manila University, Quezon City, Philippines (co-supervision with Jeric C. Briones) (2024)
  • Investigation of Model and Premium Uncertainty in Longevity-Linked Securities
• Edward Mckenzie, Master of Data Science in Quantitative Finance, University of Technology Syndey, Sydney, Australia (co-supervision with Scott Alexander) (2024)
  • A Modern Exploration and Implementation of American Option Pricing Techniques: From Finite Difference Schemes to Pricing via Physics-Informed Neural Networks
• Jovana Kolar, Non-Degree Research Assistantship, ARC Centre of Excellence in Population Ageing Research, Sydney, Australia (co-supervision with Michael Sherris) (2022)
  • Modelling systematic mortality risk with affine models
• Renzo Roel P. Tan, Bachelor of Science in Mathematics, Ateneo de Manila University, Quezon City, Philippines (2018)
  • On Eigenvalue Bounds for the Finite-State Birth-Death Process Intensity Matrix
• Mikaela Rei Africa, Anna Maria Avila, Marc Louie Magallanes, Master of Applied Mathematics, Major in Mathematical Finance, Ateneo de Manila University, Quezon City, Philippines (2018)
  • On the Optimization of the Infusion of Funds in a Fixed-Income Portfolio: A Credit Risk Perspective
• Eduard De Guzman, Pia Angeli Espartinez, Joel Mediana, Jr., Master of Applied Mathematics, Major in Mathematical Finance, Ateneo de Manila University, Quezon City, Philippines (2018)
  • Network Analysis of High-Yield, High-Value Export Crops in Mindanao
• Aaron Jan Cayanan, Jasmine Dela Cruz, Jimmy Soriano, Master of Applied Mathematics, Major in Mathematical Finance, Ateneo de Manila University, Quezon City, Philippines (2018)
  • Credit Scorecard Development for Salary Loans

Courses/Subjects Taught

University of Technology Sydney

• 37008 Quantitative Portfolio Analysis (Summer 2023)
• 37009 Risk Management (Spring 2023)

University of South Australia

Facilitation of tutorials and practical sessions and marking on a casual contract basis

• INFS 3081 UO Predictive Analytics (2021 SP1)
• MATH 2032 UO Statistics using R (2021 SP1, 2020 SP4, 2020 SP1)
• INFS 3080 UO Data Visualization (2020 SP6)
• INFS 2036 Business Intelligence (2020 SP5, 2020 SP2, 2019 SP5)
• MATH 1064 Mathematical Methods for Engineers 2 (2020 SP5)
• MATH 1063 Mathematical Methods for Engineers 1 (2020 SP2, 2019 SP5, 2019 SP2)
• MATH 1068 Statistical Methods (2020 SP2)
• MATH 1053 Quantitative Methods for Business (2019 SP5, 2019 SP2)
• MATH 1054 Calculus 1 (2019 SP2)

Ateneo de Manila University

Graduate Courses

• AMF 270 Introduction to Options (2017-2019)
• MA 295L.7 Seminar: Financial Derivatives (2016-2018)
• MA 295S.4 Seminar: Statistical Methods (2016-2018)
• AMF 271 Financial Derivatives (2017-2018)
• MA 295L.4 Seminar: Introduction to Finance and Economics (2015-2016)
• AMF 272 Risk Management (2015-2016)

Undergraduate Courses (Major Courses Only)

• MA 195L.2 Seminar: Introduction to Financial Mathematics II (2016-2018)
• MA 151 Elementary Probability Theory (2016-2018)
• EC 117 Introduction to Econometrics (2017-2018)
• EC 115 Introduction to Mathematical Economics (2015-2017)
• EC 187.67 Special Topics in Economics: Time Series Analysis and General Linear Models (2016-2017)
• EC 111 Intermediate Microeconomic Theory (2016-2017)
• EC 116 Statistics for Economists (2015-2016)