# Professor Eckhard Platen

### Biography

Professor Eckhard Platen joined UTS in 1997 from ANU. He was a joint appointment between the School of Finance and Economics and the School of Mathematical Sciences to the newly created Chair in Quantitative Finance.

Prior to this appointment he was the Founding Head of the Centre for Financial Mathematics at the Institute of Advanced Studies at the Australian National University in Canberra. He completed a PhD in Mathematics at the Technical University in Dresden in 1975 and obtained in 1985 his Dr.sc. from the Academy of Sciences in Berlin, where he headed the Sector of Stochastics at the Weierstrass Institute.

He is the co-author of three successful books on Numerical Methods for Stochastic Differential Equations and his innovative Benchmark Approach, published by Springer Verlag, and he has authored more than 140 research papers in quantitative finance and applicable mathematics. He has also held more than 50 visiting appointments at leading institutions world wide.

He serves on the Editorial Boards of six journals including Mathematical Finance as Associate Editor, Asia Pacific Financial Markets as Advisor and Quantitative Finance and previously Finance and Stochastics. He is initiator and co-organizer of the annual Quantitative Methods in Finance conference series and the National Symposia on Financial Mathematics.

Those interested in his more recent research should visit the Benchmark Approach site.

**Professor of Quantitative Finance,**School of Mathematical Sciences

**Professor of Quantitative Finance,**Finance and Economics

**Associate Member,**Centre for Innovation in IT Services Applications

**Core Member,**Quantitative Finance Research Centre

Member, Bachelier Finance Society

**Phone**

**Fax**

**Room**

### Research Interests

Numerical Methods in Finance; Financial Market Modelling; Asset Pricing Theory; Estimation of Discretely Observed Financial Markets; and Stochastic Differential Equations.

Stochastic Analysis; Mathematics of Finance; Numerical Methods in Finance; and Futures and Options.

## Book Chapters

*Advances in Statistics, Probability and Actuarial Science: Stochastic Processes, Finance and Control*, World Scientific, USA, pp. 347-373.

*Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan*, World Scientific, USA, pp. 385-410.

*The Kelly Capital Growth Investment Criterion: Theory and Practice*, World Scientific Publishing, USA, pp. 409-426.

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*Encyclopedia of Quantitative Finance*, Wiley, US, pp. 1731-1734.

*Encyclopedia of Quantitative Finance*, Wiley, US, pp. 1697-1706.

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*Encyclopedia of Quantitative Finance*, Wiley, US, pp. 1693-1697.

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*Encyclopedia of Quantitative Finance*, Wiley, US, pp. 1266-1271.

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*Encyclopedia of Quantitative Finance*, Wiley, US, pp. 1271-1278.

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*Handbook on Information Technology in Finance*, Springer, Germany, pp. 501-514.

*Encyclopedia of Actuarial Science*, John Wiley & Sons, Chichester, UK, pp. 1559-1564.

*Recent Developments in Mathematical Finance*, World Scientific, Singapore, pp. 117-126.

*Stochastic in Finite & Infinite Dimensions*, Birkhauser Boston, Basel, Germany, pp. 123-143.

*Handbooks in Mathematical Finance: Option Pricing, Interest Rates & Risk Management*, Cambridge University Press, Cambridge, UK, pp. 509-537.

## Books

*Functionals of multidimensional diffusions with applications to finance*, 1st, Springer, Germany.

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*Numerical Solution of Stochastic Differential Equations with Jumps in Finance*, 1st, Springer, Germany.

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*A benchmark approach to quantitative finance*, 2nd, Springer, Germany.

*A Benchmark Approach to Quantitative Finance*, 1st, Springer, Berlin, Germany.

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*Numerical Solution of SDE Through Computer Experiments*, 3rd, Springer, Germany.

## Conference Papers

*Monte Carlo and Quasi Monte Carlo Methods 2012, Springer Proceedings in Mathematics and Statistics*, ed Josef Dick, Frances Y. Kuo, Gareth W. Peters and Ian H. Sloan, Springer, Germany, pp. 3-22.

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*The Sixth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus*, M+tabief, France, January 2012.

*Seminar Presentation, Ecole Centrale*, Paris, France, January 2012.

*Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing*, Sydney Australia, February 2012.

*Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics*, ed Mark Cummins, Finbar Murphy and John J. H. Miller, Springer, Germany, pp. 1-12.

*AJOU Workshop in Financial Economics and Mathematics*, Seoul, Korea, July 2012.

*The Art of Finance 2012 FIRN Annual Conference*, Hobart, Tasmania, November 2012.

*Seminar on Stochastic Analysis, Random Fields and Applications VI*, ed Dalang, R; Sozzi, M; Russo, F, Springer, Ascona, Switzerland, pp. 147-157.

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*II World Finance Conference*, Rhodes, Greece, June 2011.

*Seminar Presentation, Humboldt University*, Berlin, Germany, June 2011.

*ANZIAM Journal: Proceedings Computational Techniques and Applications Conference*, ed William McLean and Anthony John Roberts, Australian Mathematical Scoiety, Australia, pp. C727-C741.

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*Quantitative Methods in Finance 2011 Conference*, Sydney Australia, December 2011.

*Quantitative Methods in Finance 2011 Conference*, Sydney Australia, December 2011.

*Southern Africa Mathematical Sciences Association (SAMSA) 2011 Conference*, Livingston, Zambia, November 2011.

*Workshop on Foundations of Mathematical Finance*, Toronto, Canada, January 2010.

*Seminar Presentation, The Fields Institute*, Toronto, Canada, January 2010.

*Actuarial and Financial Mathematics Conference 2010*, Brussels, Belgium, February 2010.

*Seminar Presentation, UNSW Actuarial Studies*, Sydney, Australia, March 2010.

*Workshop on Stochastics, Control and Finance*, London, UK, April 2010.

*Workshop on Financial Econometrics*, Toronto, Canada, April 2010.

*1st R/Rmetrics Summer School and 4th User/Developer Meeting on Computational Finance and Financial Engineering*, Meielisalp, Switzerland, June 2010.

*14th International Congress on Insurance: Mathematics and Economics*, Toronto, Canada, June 2010.

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

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

*X Workshop on Quantitative Finance to the Memory of Nicola Bruti-Liberati*, Milan, Italy, January 2009.

*X Workshop on Quantitative Finance to the Memory of Nicola Bruti-Liberati*, Milan, Italy, January 2009.

*Seminar Presentation, Fraunhofer Institute and the University of Kaiserslauten*, Kaiserslauten, Germany, January 2009.

*Enterprise Risk Management Symposium*, Chicago, USA, April 2009.

*Enterprise Risk Management Symposium*, Chicago, USA, April 2009.

*4th General Conference on Advanced Mathematical Methods in Finance*, Alesund, Norway, May 2009.

*Workshop on Non-Semi-Martingale Modelling in Finance*, Helsinki, Finland, May 2009.

*Seminar Presentation, University of Oxford*, Oxford, UK, May 2009.

*Seminar Presentation, Imperial College, London*, London, UK, May 2009.

*Seminar Presentation, Humboldt University*, Berlin, Germany, May 2009.

*Seminar Presentation, Ajou University*, Korea, August 2009.

*Seminar Presentation, Technical University Munich*, Munich, Germany, November 2009.

*Seminar Presentation, University of Lugano*, Lugano, Switzerland, October 2009.

*Workshop on Mathematics in Finance*, Cape Town, South Africa, February 2008.

*Mathematics in Finance Conference*, Cape Town, South Africa, February 2008.

*Frankfurt MathFinance Conference 2008*, Frankfurt, Germany, March 2008.

*Seminar Presentation, Princeton University*, New York, USA, March 2008.

*Seminar Presentation, Columbia University*, New York, USA, March 2008.

*Seminar Paper, Boston University*, Boston, USA, April 2008.

*Seminar Paper, University of Santa Barbara*, Santa Barbara, USA, April 2008.

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

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

*Third International Conference on Mathematics in Finance*, Kruger National Park, South Africa, September 2008.

*Third International Conference on Mathematics in Finance*, Kruger National Park, South Africa, September 2008.

*Summer School: Risk Theory and Related Fields, European Mathematical Society*, Bedlewo, Poland, September 2008.

*The 3rd General AMaMeF Conference - Advances in Mathematical Finance*, Pitesti, Romania, May 2008.

*Conference on Stochastic Analysis, Random Fields and Applications*, Ascona, Switzerland, May 2008.

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

*Banach Centre Publications: Advances in Mathematics of Finance*, ed Stettner, L, Polska Akademia Nauk, Warszawa, Poland, pp. 139-157.

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*International Conference on Price, Liquidity and Credit Risks*, Konstanz, Germany, October 2008.

*Monash-Ritsumeikan Symposium on Probability and Related Fields*, Melbourne, Australia, December 2008.

*CREDIT 2007*, Venice, Italy, September 2007.

*Advanced Mathematical Methods in Finance Conference*, Toulouse, France, January 2007.

*3rd Australian Postgraduate Workshop on Stochastic Processes and Applications*, Sydney, Australia, February 2007.

*Workshop on High-Dimensional Approximation*, Canberra, Australia, February 2007.

*International Colloquium on Stochastic and Potential Analysis*, Hammamut, Tunisia, March 2007.

*Advances in Mathematics of Finance*, Bedelow, Poland, April 2007.

*Stochastic Processes: Theory and Applications Conference*, Bressanore, Italy, July 2007.

*Quantitative Methods in Finance 2007 Conference*, Sydney, Australia, December 2007.

*Stochastic Finance*, ed Grossinho, M R; Shiryaev, A N; Esquivel, M L; Oliveira, P E, Springer, New York, USA, pp. 157-182.

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*2nd International Symposium on Economic Theory, Policy & Applications*, ed -, -, -.

*Proceedings of the VII Workshop on Quantitative Finance*, ed -, University of Perugia, Italy, Perugia, Italy, pp. 1-96.

*International Conference on Numerical Methods for Finance*, Dublin, Ireland, June 2006.

*5th National Symposium on Financial Mathematics*, Melbourne, Australia, September 2006.

*Stochastic Calculus and its Applications to Quantitative Finance and Electrical Engineering*, Calgary, Canada, July 2006.

*Conference on Risk Management*.

*2006 Symposium on Credit Risk, Extreme Values and Actuarial Studies*.

*Statistical Modeling in Finance Conference*.

*First Conference of Advanced Mathematical Methods for Finance*.

*5th National Symposium on Financial Mathematics*.

*2006 DAIWA International Workshop on Financial Engineering*.

*Quantitative Methods in Finance 2006 Conference*.

*3rd National Symposium on Financial Mathematics*.

*Workshop on Mathematical Finance and Insurance*, Lijiang, China, May 2006.

*Proceedings of 5th International Conference On Intelligent Systems Design And Applications*, ed Kwasnicka, H; Paprzycki, M, IEEE, USA, pp. 532-537.

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*2005 IEEE International Symposium On Circuits And Systems (Iscas), Vols 1-6, Conference Proceedings*, ed Fujii N, IEEE Computer Society Press, US, pp. 1702-1705.

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*4th National Symposium on Financial Mathematics*, ed -, -, -.

*Mathematics in Finance International Conference*, ed -, -, -.

*4th National Symposium on Financial Mathematics*, ed -, -, -.

*Quantitative Methods in Finance 2005 Conference*, ed -, -, -.

*Econophysics Colloquium*, ed -, -, -.

*49th Annual Meeting of the Australian Mathematical Society*, ed -, -, -.

*Past, Present and Future in Investment Management*, ed -, -, -.

*Workshop on Stochastic Analysis and Applications in Finance*, ed -, -, -.

*CMA National Research Symposium on Levy Process Theory and its Applications in Finance*, ed -, -, -.

*7th JAFEE International Conference*, ed -, -, -.

*Mathematical Finance Workshop*, ed -, -, -.

*4th National Symposium on Financial Mathematics*, ed -, -, -.

*Developments in Quantitative Finance*, ed -, -, -.

*Conference on Stochastic Calculus and its Applications to Quantitative finance and Electrical Engineering*, ed -, -, -.

*National symposium on probability and its applications*, ed -, -, -.

*Workshop on mathematical methods in finance*, ed -, -, -.

*3rd National Symposium on Financial Mathematics*, ed -, -, -, pp. ---.

*International workshop on mathematical finance and insurance*, ed -, -, -.

*3rd World congress, Bachelier finance society*, ed -, -, -.

*Quantitative Methods in Finance 2004 Conference*, ed -, -, -, pp. ---.

*Stochastic finance 2004*, ed -, -, -.

*Computational Science - ICCS 2004*, ed Bubak M; van Albada G D; Dongarra J, Springer-Verlag, New York, USA, pp. 771-778.

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*Daiwa International Workshop on Financial Engineering*, ed -, DAIWA, Japan, pp. 1-19.

*Proceedings of the Ritsumeikan International Symposium: "Stochastic Processes and Applications to Mathematical Finance"*, ed Akahori, J; Ogawa, S; Watanabe, S, World Scientific, Singapore, pp. 305-335.

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*Mathematics of Finance: Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance*, ed Yin, G; Zhang, Q, American Mathematical Society, Providence, pp. 287-301.

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*Workshop on Mathematical Finance*, ed --, --, --.

*Japanese Association Financial Econometrics and Engineering Meeting*, ed --, --, --.

*Conference of Stochastic Processes and Mathematical Finance*, ed --, --, --.

*AMS-SIAM Mathematical Finance Conference*, ed --, --, --.

*2nd National Symposium on Financial Mathematics*, ed --, --, --.

*Quantitative Methods in Finance 2003 Conference*, ed --, --, --.

*2nd World Congress of the Bachelier Finance Society*.

*Quantitative Methods in Finance 2002 Conference*.

*RISK 2003 Conference*.

*Conference on Computational Finance*.

*Quantitative Finance Conference*.

*Proceedings of Mathematical Finance: Workshop of the Mathematical Finance Research Project*, ed Kohlman M, Tang S, Birkhausen Verlag, Basel, pp. 293-301.

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## Journal Articles

*Studies in NonLinear Dynamics and Econometrics*, vol. 18, no. 1, pp. 1-21.

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*Mathematical Finance*, vol. 23, no. 3, pp. 579-590.

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*Finance & Stochastics*, vol. 17, no. 3, pp. 615-640.

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*Quantitative Finance*, vol. 13, no. 2, pp. 183-194.

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*International Journal of Economic Research*, vol. 10, no. 2, pp. 361-384.

*Mathematical Finance*, vol. 22, no. 4, pp. 729-740.

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*Journal of Asset Management*, vol. 13, no. 1, pp. 34-50.

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*Computational Statistics and Data Analysis*, vol. 56, no. 6, pp. 1333-1349.

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*SIAM Journal on Financial Mathematics*, vol. 3, pp. 280-303.

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*Mathematics and Financial Economics*, vol. 6, no. 2, pp. 105-124.

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*International Journal of Theoretical and Applied Finance*, vol. 15, no. 8, pp. 1-23.

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*Stochastic Processes And Their Applications*, vol. 121, no. 11, pp. 2678-2691.

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*Journal of Statistical Theory and Practice*, vol. 5, no. 3, pp. 425-452.

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*Communications on Stochastic Analysis*, vol. 5, no. 4, pp. 721-744.

*Quantative Finance*, vol. 10, no. 1, pp. 23-37.

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*SIAM Journal on Financial Mathematics*, vol. 1, no. 1, pp. 16-29.

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*Applied Mathematical Finance*, vol. 1466-4313, pp. 1-29.

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*Communications on Stochastic Analysis*, vol. 4, no. 1, pp. 129-142.

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*Asia-Pacific Financial Markets*, vol. 17, no. 3, pp. 261-302.

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*Mathematical Finance*, vol. 19, no. 1, pp. 41-52.

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*Asia - Pacific Financial Markets*, vol. 16, no. 1, pp. 1-31.

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*METU Studies in Development*, vol. 36, no. 1, pp. 253-269.

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*The European Physical Journal B*, vol. 71, no. 4, pp. 511-522.

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*Communications on Stochastic Analysis*, vol. 3, no. 3, pp. 443-465.

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*Investigacion Economica*, vol. 68, no. 267, pp. 147-161.

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*Quantitative Finance*, vol. 8, no. 1, pp. 81-92.

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*Research Paper Series*, vol. -, no. 213, pp. 1-24.

*Research Paper Series*, vol. -, no. 214, pp. 1-24.

*Research Paper Series*, vol. -, no. 215, pp. 1-24.

*Research Paper Series*, vol. -, no. 216, pp. 1-30.

*Mathematics and Computers in Simulation*, vol. 77, no. 1, pp. 45-56.

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*Journal of Statistical Theory and Practice*, vol. 2, no. 2, pp. 233-251.

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*International Journal of Theoretical and Applied Finance*, vol. 11, no. 8, pp. 841-867.

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*Stochastics and Dynamics*, vol. 8, no. 3, pp. 561-581.

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*Quantitative Finance Research Paper Series*, vol. 238.

*Computational Economics*, vol. 29, no. 3-4, pp. 283-312.

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*Journal of Computational and Applied Mathematics*, vol. 205, no. 2, pp. 982-1001.

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*Asia Pacific Financial Markets*, vol. 14, no. 1-2, pp. 25-43.

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*International Journal of Theoretical and Applied Finance*, vol. 10, no. 8, pp. 1339-1364.

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*Mathematical Finance*, vol. 16, no. 1, pp. 131-151.

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*Quantitative Finance*, vol. 6, no. 3, pp. 197-206.

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*Physica A: Statistical Mechanics And Its Applications*, vol. 370, no. 1, pp. 23-29.

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*Asia - Pacific Financial Markets*, vol. 12, no. 1, pp. 1-28.

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*Monte Carlo Methods and Applications*, vol. 12, no. 3-4, pp. 191-209.

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*Applied Mathematical Finance*, vol. 13, no. 1, pp. 19-38.

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*The Journal of Risk Finance*, vol. 7, no. 5, pp. 559-574.

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*Physical Review E*, vol. 74, no. 6, pp. 068701-1-068701-2.

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*Journal of Asset Management*, vol. 6, no. 6, pp. 390-405.

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*Stochastic Analysis And Applications*, vol. 23, no. 5, pp. 1017-1044.

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*International Journal of Theoretical and Applied Finance*, vol. 8, no. 8, pp. 1157-1177.

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*Asia-Pacific Financial markets*, vol. 11, no. 1, pp. 55-77.

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*The Kyoto Economic Review*, vol. 74, no. 1, pp. 85-118.

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*International Journal of Theoretical & Applied Finance*, vol. 8, no. 6, pp. 717-735.

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*Australian Economic Papers*, vol. 44, no. 4, pp. 365-388.

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*Asia-Pacific Financial Markets*, vol. 11, no. 1, pp. 23-53.

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*Asia-Pacific Financial Markets*, vol. 11, no. 1, pp. 79-105.

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*Asia-Pacific Financial Markets*, vol. 11, no. 1, pp. 1-22.

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*Asia-Pacific Financial Markets*, vol. 11, no. 1, pp. 107-133.

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*Journal Of Applied Probability*, vol. 41, no. 1, pp. 19-34.

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*Journal Of Applied Probability*, vol. 41, no. A, pp. 99-118.

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*Journal of Differential Equations*, vol. 207, no. 2, pp. 285-302.

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*International Journal of Theoretical and Applied Finance*, vol. 7, no. 4, pp. 511-529.

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*Computational Statistics*, vol. 18, no. 3, pp. 355-373.

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*Quantitative Finance*, vol. 3, no. 6, pp. 442-450.

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*Astin Bulletin*, vol. 33, no. 2, pp. 153-172.

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*Quantative Finance*, vol. 2, no. 5, pp. 362-369.

*International Journal of Theoretical and Applied Finance*, vol. 5, no. 7, pp. 757-774.

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*Advances in Applied Probability*, vol. 34, no. 3, pp. 540-558.

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*Mathematics and Computers in Simulation*, vol. 59, no. 6, pp. 497-507.

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*Monte Carlo Methods and Applications*, vol. 8, no. 1, pp. 83-96.

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*Quantitative Finance*, vol. 2, no. 6, pp. 459-467.

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*International Journal of Theoretical and Applied Finance*, vol. 5, no. 7, pp. 757-774.

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*Mathematical Finance*, vol. 11, no. 4, pp. 385-413.

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*Journal of Computational Finance*, vol. 4, no. 1, pp. 57-81.

*Mathematical Finance*, vol. 10, no. 1, pp. 77-88.

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*Journal of Computational Finance*, vol. 4, no. 1, pp. 57-81.

*Mathematics and Computers in Simulation*, vol. 54, no. 0, pp. 189-205.

*Stochastic Processes And Their Applications*, vol. 31, no. 1, pp. 33-49.

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## Other research activity

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*, Quantitative Finance Research Centre, University of Technology, Sydney, Sydney, Australia, pp. 1-23.

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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, Qunatitative Finance Research Centre, University of Technology, Sydney*.

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

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

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

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

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*Quantitative Finance Research Centre Working Paper Series*, UTS, Sydney, Australia.

*Quantitative Finance Research Centre Working Paper Series*, UTS, Sydney, Australia.

*Quantitative Finance Research Centre Working Paper Series*, UTS, Sydney, Australia.

*Quantitative Finance Research Centre Working Paper Series*, UTS, Sydney, Australia.

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

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

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

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*ARC Discovery Grant*.

*Journal of macroeconomics*, Beijing, pp. 62-67.

*Faculty of Business Research Grant*.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Selected Peer-Assessed Projects**