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Senior ProfessorSong-Ping Zhu

Professor

School of Mathematics and Applied Statistics

Orcid identifier0000-0002-2863-0640
  • Professor
    School 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;

TEACHING & SUPERVISION

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  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    American options and their application in political science
    1 Jan 2024
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    The Impact of Economic Policy Uncertainty on Micro-enterprises in the Post COVID-19 Era: a Multivariable Analysis
    1 Jan 2024
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A Study on Pricing American Options Under Regime-Switching Model
    1 Jan 2020 - 17 Sep 2024
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Interactions of Early Exercise Rights and Exotic Barriers Associated with Certain Derivatives
    1 Jan 2020 - 14 Oct 2024
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Role of Rubber Crumbs in Compacted Coal Wash for Transport Infrastructure
    1 Jan 2017 - 1 Sep 2020
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A Comprehensive Study of Option Pricing with Transaction Costs
    1 Jan 2016 - 24 Aug 2021
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A study on quantitatively pricing various convertible bonds
    1 Jan 2015 - 21 Jun 2019
    Doctor of Philosophy (Integrated)
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A 360 degree comprehensive study of quantitative pricing of options, ranging from theory and computation to model calibration and empirical studies
    1 Jan 2014 - 3 Aug 2017
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A study of some efficient numerical techniques used in pricing options under stochastic volatility models
    1 Jan 2014 - 13 Apr 2018
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A study of some popular analytical approximation approaches applied to options pricing
    1 Jan 2014 - 22 Nov 2018
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Option pricing with short selling restrictions or bans being imposed
    1 Jan 2014 - 8 May 2018
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    A further study of the inverse finite element approach for pricing American-style options
    1 Jan 2013 - 30 May 2017
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Pricing American-style Parisian options.
    1 Jan 2013 - 27 Apr 2016
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Stock Loan Valuation under a Stochastic Interest Rate Model
    1 Jan 2013 - 1 Jul 2015
    Master of Science - Research (Faculty of Informatics)
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    An elasto-plastic strain-based approach for analysing the behaviour of ballasted rail track
    1 Jan 2011 - 9 Jun 2015
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Load-Deformation Behaviour of Rough Rock Fractures Subjected to Internal Water Flow
    1 Jan 2010 - 4 Sep 2014
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Shear strength of degradable rock joints
    1 Jan 2010 - 11 Aug 2014
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    An extensive exploration of three key quantitative approaches for pricing various financial derivatives
    1 Jan 2008 - 29 Jun 2011
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Interaction of Ocean Waves with Oscillating Water Column Wave Energy Convertors
    1 Jan 2008 - 31 Jul 2014
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Pricing Volatility Derivatives with Stochastic Volatility
    1 Jan 2007 - 6 Sep 2010
    Doctor of Philosophy
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Analytic Solutions for Linear Waves Propagating in an Ocean with Variable Bottom Topography and their Applications in Renewable Wave Energy
    1 Jan 2006 - 17 May 2010
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    A Collection of Newly Discovered Closed-Form Solutions for Optimal Portfolio Subject to Liquidity Risk
    Doctor of Philosophy