Professor
| Dr. Rogemar Mamon
(Science - Associate Dean, Administration (Acting)) |
|
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PhD, University of Alberta, CA
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FHEA, Higher Education Academy, UK
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CSci, The Science Council, UK
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FIMA, CMath, Institute of Mathematics and Its Applications, UK
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Courses offered in current school year
| Course |
Course Title |
Outline |
Term |
| FM9521B001* |
Financial Modelling II |
 |
B |
| FM9561B001 |
Fixed Income Modelling |
|
B |
* is a combined undergraduate/graduate course
Research Areas
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Quantitative finance
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Applications of stochastic processes to financial and actuarial modelling
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Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
Graduate Students Supervision
