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Assoc. ProfessorXiaoping Lu

Associate Professor

School of Mathematics and Applied Statistics

Orcid identifier0000-0003-1090-8437
  • Associate Professor
    School of Mathematics and Applied Statistics
  • +61 2 4221 3840

TEACHING & SUPERVISION

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Showing page 1, teaching & supervision 1 to 21 of 21
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    Applications of Spontaneous Combustion
    1 Jan 2024
    Doctor of Philosophy
  • TEACHING GRANT
    The AI Tutor: Enabling 24x7 student support across engineering
    1 Jan 2024 - 31 Dec 2024
    UOW’s 2024 Learning and Teaching Innovation Grant (LTIG)
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Convergence and Modifications of Derivative-Free Optimisation Algorithms
    1 Jan 2021 - 14 Nov 2025
    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
  • COURSE COORDINATED AND TAUGHT
    MATH142 - Essentials of Engineering Mathematics
    1 Jul 2016 - 31 Dec 2018
    Coordinator and Lecturer
  • 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 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
  • COURSE COORDINATED AND TAUGHT
    MATH141 - Foundations of Engineering Mathematics
    1 Jul 2010 - 31 Dec 2015
    Coordinator and Lecturer
  • COMPLETED HIGHER DEGREE RESEARCH SUPERVISION
    Stock Loan Valuation
    1 Jan 2009 - 24 Nov 2014
    Doctor of Philosophy
  • COURSE COORDINATED AND TAUGHT
    MATH283 - Advanced Engineering Mathematics and Statistics
    1 Jan 2008
    Coordinator, Developer, and Lecturer
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    A Collection of Newly Discovered Closed-Form Solutions for Optimal Portfolio Subject to Liquidity Risk
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    A fast two-grid algorithm for non-linear PDEs in financial derivative pricing
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    American options and their application in political science
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    Development of Efficient Numerical Solutions for Solving Partial Differential Equations in Financial Derivative Pricing
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    Pricing Barrier-Type Options
    Doctor of Philosophy
  • CURRENT HIGHER DEGREE RESEARCH SUPERVISION
    Stochastic optimization algorithm for financial derivatives
    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
    Doctor of Philosophy