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Higher Degree Research Office

Dr Jiwook Jang
First name:Jiwook
Faculty:Faculty of Business & Economics
Department:Dept of Applied Finance
Telephone number:+61-2-9850-8575
Discipline/Expertise:Jump diffusion processes and their applications to finance and insurance, Piecewise deterministic Markov processes theory
Keywords:Catastrophe insurance/bond, credit risk (CDS and CDOs), Asian option, A Cox process, Shot noise process, Renewal Process, Dependence