# 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.

**Visiting Fellow,**Finance Discipline Group

**Associate Member,**Quantitative Finance Research Centre

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**Room**

## Book Chapters

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

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

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## Books

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

## Conference Papers

*Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics*, ed Mark Cummins, Finbar Murphy and John J. H. Miller, Springer, Germany, pp. 155-176.

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*17th International Conference on Computing in Economics and Finance*, San Francisco, California, USA, June 2011.

*17th International Conference on Computing in Economics and Finance*, San Francisco, California, USA, June 2011.

*Seminar Presentation, Aarhus University*, Aarhus, Denmark, September 2011.

*55th Annual Meeting of the Australian Mathematical Society*, Wollongong, Australia, September 2011.

*Seminar Presentation, Tongji University*, Shanghai, China, September 2011.

*6th World Congress of the Bachelier Finance Society*, Toronto, Canada, June 2010.

*6th World Congress of the Bachelier Finance Society*, Toronto, Canada, June 2010.

*Symposium on Challenges in Commodity-Energy Price and Revenue Management*, Heidelberg, Germany, July 2010.

*24th European Conference on Operations Research*, Lisbon, Portugal, July 2010.

*16th International Conference on Computing in Economics and Finance*, London, UK, July 2010.

*16th International Conference on Computing in Economics and Finance*, London, UK, July 2010.

*Quantitative Methods in Finance 2010 Conference*, Sydney, Australia, December 2010.

*Daiwa Young Researchers Workshop on Finance*, Kyoto, Japan, March 2009.

*Research Forum on Finance and Decision Making*, Tokyo, Japan, June 2009.

*3rd Workshop on High-Dimensional Approximation*, Sydney, Australia, February 2009.

*Seminar Presentation, Universita dell' Insubria*, Varese, Italy, October 2009.

*3rd International Conference on Computational and Financial Econometrics*, Limassol, Cyprus, October 2009.

*Bachelier Finance Society 5th World Congress*, London, UK, July 2008.

*Bachelier Finance Society 5th World Congress*, London, UK, July 2008.

*2nd Annual Risk Management Conference*, Singapore, June 2008.

*Seminar Presentation, University of Karlsruhe*, Karlsruhe, Germany, June 2008.

*14th International Conference of the Society for Computational Economics*, Paris, France, June 2008.

*Quantitative Methods in Finance 2008 Conference*, Sydney, Australia, December 2008.

*Quantitative Methods in Finance 2006 Conference*, Sydney, Australia, December 2006.

*Quantitative Methods in Finance 2005 Conference*, Sydney, Australia, December 2005.

*Optimal Control and Dynamic Games: Workshop in Honor of Suresh Sethi*, Aix en Provence, France, June 2005.

*Workshop on Mathematical Methods in Finance and the 3rd National Symposium on Financial Mathematics*, Melbourne, Australia, June 2004.

## Journal Articles

*Computers & Mathematics With Applications*, vol. 67, no. 6, pp. 1254-1270.

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

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

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

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

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

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

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

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

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

## Other research activity

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

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

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

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

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

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