# 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

**Can supervise:**Yes

## Books

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

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

## Chapters

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

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

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

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## Conferences

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

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*Energy Economics*, pp. 989-1000.

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

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

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

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## Journal articles

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

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

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

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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 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*.