Associate Professor
| Dr. Rogemar Mamon |
|---|
|
|
Courses offered in current school year
| Course | Course Title | Outline | Term |
| FM9521B001* | Financial Modelling II |  |
B |
| FM9561B001 | Fixed Income Modelling | |
B |
| SS3520B001 | Financial Modelling I | |
B |
| SS4521G001* | Advanced Financial Modelling | |
G |
* is a combined undergraduate/graduate course
Research Areas
- Quantitative finance
- Applications of stochastic processes to financial and actuarial modelling
- Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
Graduate Students Supervision
