# Dr Boda Kang

### Biography

Boda joined UTS in March 2007 as a research associate working with Professor Carl Chiarella on a project of American option pricing after finishing his PhD in Financial Mathematics at the School of Mathematics and Statistics, University of South Australia. In 2004, during the second year of his PhD, he received a Chinese government award for outstanding self-financed PhD students abroad, including a certificate and US$5,000 to each winner. He is one of 14 Chinese PhD students studying in Australia to have received this award. Before coming to Australia, he finished his Bachelor of Science in Applied Mathematics and Master of Science in Probability and Mathematical Statistics both from Department of Mathematical Science, at Tsinghua University, Beijing, China. His research interests include financial derivatives pricing, dynamic value-at-risk (VaR) and conditional value-at-risk (CVaR) analysis, time consistent risk measures, risk analysis in both financial market and environmental problems, Markov decision processes and financial mathematics. He has published a couple of refereed papers in international journals and edited volumes. He has also presented his research on a number of national and international conferences.

**Casual Academic,**University Casual Academics

**Associate Member,**Quantitative Finance Research Centre

## Books

*The numerical solution of the American option pricing problem: Finite difference and transform approaches*, 1st, World Scientific Publishing Co, USA.

View/Download from: UTS OPUS

*Measures of Risk - Time Consistency and Surrogate Processes*, VDM Verlag Dr. Muller, Germany.

## Chapters

*Handbook of Computational Economics*, Elsevier, Netherlands, pp. 225-275.

View/Download from: UTS OPUS

*Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella*, Springer, pp. 315-334.

View/Download from: Publisher's site

*Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue*, Springer, Germany, pp. 109-140.

View/Download from: UTS OPUS or Publisher's site

## Conferences

*Journal of Futures Markets*, Wiley-Liss Inc..

View/Download from: Publisher's site

*Energy Economics*, pp. 989-1000.

View/Download from: Publisher's site

*JOURNAL OF COMPUTATIONAL FINANCE*, pp. 71-92.

*Computers and Mathematics with Applications*, pp. 2034-2048.

View/Download from: Publisher's site

*Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics*, Numerical Methods for Finance Conference 2011, Springer, Limerick, Ireland, pp. 155-176.

View/Download from: UTS OPUS or Publisher's site

## Journal articles

*Computers and Mathematics with Applications*, vol. 67, no. 6, pp. 1254-1270.

View/Download from: Publisher's site

*Energy Economics*, vol. 40, no. 1, pp. 989-1000.

View/Download from: UTS OPUS or Publisher's site

*Journal of Computational Finance*, vol. 17, no. 1, pp. 71-92.

View/Download from: UTS OPUS

*Computers & Mathematics With Applications*, vol. 64, no. 6, pp. 2034-2048.

View/Download from: UTS OPUS or Publisher's site

*International Journal of Theoretical and Applied Finance*, vol. 12, no. 3, pp. 393-425.

View/Download from: UTS OPUS or Publisher's site

*Mathematical Methods of Operations Research*, vol. 63, no. 1, pp. 169-186.

View/Download from: UTS OPUS or Publisher's site

*IEEE Transactions on Automatic Control*, vol. 49, no. 3, pp. 409-419.

View/Download from: UTS OPUS or Publisher's site

*Science In China Series A*, vol. 46, no. 3, pp. 396-414.

View/Download from: UTS OPUS

*Chinese Sciences Abstract Series A*, vol. ?, pp. 1273-1278.

*Chinese Sciences Abstract Series A*, vol. ?, pp. 1269-1273.

## Other

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Quantitative Finance Research Paper Series*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Quantitative Finance Research Paper Series*.