Goard, Joanna M. Associate Professor

Associate Professor

  • Centre for Mathematical Finance
  • Faculty of Engineering and Information Sciences
  • School of Mathematics and Applied Statistics
  • Institute for Mathematics and its Applications

Research Overview


  • Research Interests:
    Using ad-hoc techniques and symmetry methods to find solutions to partial differential equations.

    Mathematics of financial derivatives and studies the relationship between stochastic differential equations for underlying variables such as interest rates and stocks and the partial differential equations governing prices of financial derivatives such as bonds and options.

    Future Research Topics:
    Pricing electricity derivatives via time-dependent utility functions

    Performance of a MRJ stochastic model in modelling electricity prices

    Finding invariant solutions beyond symmetries to initial value problems



Available as Research Supervisor

Available for Collaborative Projects

Selected Publications


Teaching Overview


  • Among her administrative duties in the School, Joanna organises work experience placements for interested undergraduates, and is a coordinator of the Master of Financial Mathematics degree.

Keywords


  • Derivative pricing;
    Financial mathematical modelling;
    Symmetry methods.

Research Overview


  • Research Interests:
    Using ad-hoc techniques and symmetry methods to find solutions to partial differential equations.

    Mathematics of financial derivatives and studies the relationship between stochastic differential equations for underlying variables such as interest rates and stocks and the partial differential equations governing prices of financial derivatives such as bonds and options.

    Future Research Topics:
    Pricing electricity derivatives via time-dependent utility functions

    Performance of a MRJ stochastic model in modelling electricity prices

    Finding invariant solutions beyond symmetries to initial value problems



Selected Publications


Teaching Overview


  • Among her administrative duties in the School, Joanna organises work experience placements for interested undergraduates, and is a coordinator of the Master of Financial Mathematics degree.

Keywords


  • Derivative pricing;
    Financial mathematical modelling;
    Symmetry methods.
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