Prof Ser-Huang Poon

Professor

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Student Theses

  1. 2016
  2. Entropy Analysis of Financial Time Series

    Author: Schwill, S., 1 Aug 2016

    Supervisor: Poon, S. (Supervisor)

    UoM administered thesis: Doctor of Business Administration

  3. 2015
  4. Three Studies in Hedge Funds and Credit Default Swaps

    Author: Lin, M., 31 Dec 2015

    Supervisor: Poon, S. (Supervisor) & Kolokolova, O. (Supervisor)

    UoM administered thesis: Phd

  5. Numerical and Empirical Studies of Option Pricing

    Author: Stilger, P., 1 Aug 2015

    Supervisor: Poon, S. (Supervisor) & Kostakis, A. (Supervisor)

    UoM administered thesis: Phd

  6. Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing

    Author: Dai, S., 1 Aug 2015

    Supervisor: Poon, S. (Supervisor)

    UoM administered thesis: Phd

  7. 2013
  8. Least-Squares Monte Carlo Simulation and High Performance Computing for Solvency II Regulatory Capital Estimation

    Author: Dimitrakopoulos, G., 31 Dec 2013

    Supervisor: Poon, S. (Supervisor) & Keane, J. (Supervisor)

    UoM administered thesis: Master of Philosophy

  9. Stochastic Local Volatility and High Performance Computing

    Author: Ait Haddou, Z., 31 Dec 2013

    Supervisor: Poon, S. (Supervisor) & Keane, J. (Supervisor)

    UoM administered thesis: Master of Philosophy

  10. Essays on Stochastic Volatility and Jumps

    Author: Chen, K., 1 Aug 2013

    Supervisor: Poon, S. (Supervisor)

    UoM administered thesis: Phd

  11. 2011
  12. Rule Base LTV and Correction Function for Concentration Risk

    Author: Zhang, Y., 31 Dec 2011

    Supervisor: Poon, S. (Supervisor)

    UoM administered thesis: Master of Philosophy