Senior ProfessorSong-Ping Zhu
Professor
School of Mathematics and Applied Statistics
Orcid identifier0000-0002-2863-0640
- ProfessorSchool of Mathematics and Applied Statistics
- +61 2 4221 3807
- School of Mathematics & Applied Statistics; University of Wollongong, Northfields Ave,, Wollongong, New South Wales, 2522, Australia
TEACHING INTERESTS
Upon graduating from The University of Michigan, Dr. Song-Ping Zhu took a Research Fellow position at the Centre for Water Research, The University of Western Australia. He worked there for two years, before moving to the Department of Mathematics, The University of Wollongong, Australia in January 1991 to take a Lecturer position. He was promoted to a Senior Lecturer at the beginning of 1995 and then to an Associate Professor at the beginning of 1997. Being promoted to full professor in 2007. He was promoted to Senior Professor in 2015. An honour that has only been given to a small number of faculty members at the University of Wollongong to recognise their achievements in research excellence beyond professorial level. He has successfully supervised 14 Honours students (three of whom were awarded a university medal), 8 research Masters students and 13 PhD students to their graduation. Currently, he has 3 PhD students under his supervision.
Potential Supervision Topics:
A topic in the area of Financial Mathematics suitable to candidates' undergraduate background;
A topic in the area of Computational Finance suitable to candidates' undergraduate background;
Potential Supervision Topics:
A topic in the area of Financial Mathematics suitable to candidates' undergraduate background;
A topic in the area of Computational Finance suitable to candidates' undergraduate background;
TEACHING & SUPERVISION
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- CURRENT HIGHER DEGREE RESEARCH SUPERVISIONAmerican options and their application in political science1 Jan 2024Doctor of Philosophy
- CURRENT HIGHER DEGREE RESEARCH SUPERVISIONThe Impact of Economic Policy Uncertainty on Micro-enterprises in the Post COVID-19 Era: a Multivariable Analysis1 Jan 2024Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA Study on Pricing American Options Under Regime-Switching Model1 Jan 2020 - 17 Sep 2024Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONInteractions of Early Exercise Rights and Exotic Barriers Associated with Certain Derivatives1 Jan 2020 - 14 Oct 2024Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONRole of Rubber Crumbs in Compacted Coal Wash for Transport Infrastructure1 Jan 2017 - 1 Sep 2020Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA Comprehensive Study of Option Pricing with Transaction Costs1 Jan 2016 - 24 Aug 2021Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA study on quantitatively pricing various convertible bonds1 Jan 2015 - 21 Jun 2019Doctor of Philosophy (Integrated)
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA 360 degree comprehensive study of quantitative pricing of options, ranging from theory and computation to model calibration and empirical studies1 Jan 2014 - 3 Aug 2017Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA study of some efficient numerical techniques used in pricing options under stochastic volatility models1 Jan 2014 - 13 Apr 2018Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA study of some popular analytical approximation approaches applied to options pricing1 Jan 2014 - 22 Nov 2018Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONOption pricing with short selling restrictions or bans being imposed1 Jan 2014 - 8 May 2018Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONA further study of the inverse finite element approach for pricing American-style options1 Jan 2013 - 30 May 2017Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONPricing American-style Parisian options.1 Jan 2013 - 27 Apr 2016Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONStock Loan Valuation under a Stochastic Interest Rate Model1 Jan 2013 - 1 Jul 2015Master of Science - Research (Faculty of Informatics)
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONAn elasto-plastic strain-based approach for analysing the behaviour of ballasted rail track1 Jan 2011 - 9 Jun 2015Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONLoad-Deformation Behaviour of Rough Rock Fractures Subjected to Internal Water Flow1 Jan 2010 - 4 Sep 2014Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONShear strength of degradable rock joints1 Jan 2010 - 11 Aug 2014Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONAn extensive exploration of three key quantitative approaches for pricing various financial derivatives1 Jan 2008 - 29 Jun 2011Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONInteraction of Ocean Waves with Oscillating Water Column Wave Energy Convertors1 Jan 2008 - 31 Jul 2014Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONPricing Volatility Derivatives with Stochastic Volatility1 Jan 2007 - 6 Sep 2010Doctor of Philosophy
- COMPLETED HIGHER DEGREE RESEARCH SUPERVISIONAnalytic Solutions for Linear Waves Propagating in an Ocean with Variable Bottom Topography and their Applications in Renewable Wave Energy1 Jan 2006 - 17 May 2010Doctor of Philosophy
- CURRENT HIGHER DEGREE RESEARCH SUPERVISIONA Collection of Newly Discovered Closed-Form Solutions for Optimal Portfolio Subject to Liquidity RiskDoctor of Philosophy