Current Ph.D. students
Below are the details of current Ph.D. students of the Mathematical Finance group in Manchester.
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Omid M. Shaikh-Soltanmousa@maths.man.ac.uk2008 under Peter W. Duck and Paul V. Johnson Thesis topic: tba Omid completed his B.Sc. in Computer Science and Mathematics in 2007. After finishing his degree he took a gap year travelling across Asia. After doing some "soul searching", he decided to do a Ph.D. in Mathematical Finance. His chosen topic is still undecided, watch this space! |
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Liu Wung Pok (David)wliu@maths.man.ac.uk2008 under Peter W. Duck and Sydney Howell Thesis topic: tba comment |
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Hamed Al-Shamsihamed.al-shamsi@postgrad.manchester.ac.uk2008 under Sergei Fedotov Thesis topic: Fractional calculus & continuous-time finance In 2002 Hamed graduated from Sultan Qaboos University in Oman with a B.Sc. in Mathematics, and in 2005 obtained his M.Sc. in Applied Mathematics from The University of Queensland, Australia. |
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Alfredo Camacho Vallealfredo.camachovalle@postgrad.manchester.ac.uk2008 under Sergei Fedotov Thesis topic: Credit risk migration semi-Markov model. Alfredo completed the B.Sc. in Actuarial Sciences in 1997, a MBA in 2003, and a MSc. in Applied Statistic in 2006 all of them in Mexico. In 2007 he moved to UK and studied a MSc. in Economics at University of Essex. Alfredo enjoys spending time with his family and watching the American football games, he is a Steelers fan. |
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Edwin K. Broni-Mensahedwin@maths.man.ac.uk2006 under Peter W. Duck and David P. Newton Thesis topic: Multi-dimensional Quadrature, weather derivatives Having dabbled in the world of investment banking and making some serious cash, he realised that his love for maths was too great and so returned back to University to resume studying. Though, being an ex-banker was still motivated by money and decided to pursue a post-grad in financial mathematics. The soon-to-be doctor has aims to "aspire to inspire before [he] expires". |
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Dong-Mei Wang (Emma)dwang@maths.man.ac.uk2006 under Peter W. Duck and David P. Newton Thesis topic: Monte Carlo, illiquid markets The subject of her research is the advanced Monte Carlo method to solve with variant option pricing problems, including multiple dimensions, jump diffusion and corporate debt. Recently work looks at pricing financial derivatives in an illiquid market by simulation methods. |
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Honaida Malaikahh.malaikah@postgrad.manchester.ac.uk2005 under Sergei Fedotov Thesis topic: Long memory stochastic volatility Honaida acquired a B.Sc. in 2000 from King AbdulAziz University Jeddah Saudi Arabia where she also worked as a demonstrator, followed by an M.Sc. in Applied Numerical Analysis in 2003 at the University of Manchester. |
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