Dr Song-Ping Zhu is a graduate of Huazhong University of Science & Technology, China (1982) and the University of Michigan, USA (1985-8). He was a Research Fellow at the Centre for Water Research, University of Western Australia, before joining the Department of Mathematics at the University of Wollongong in January 1991. Dr Zhu has published over 80 papers in international journals and conference proceedings and attracted funding for several research projects from the ARC and private industries. His research interests are primarily in four dynamically inter-related areas: Nonlinear Wave Theory, Wave Modelling and Fluid Dynamics; Computational Fluid Dynamics and Industrial Modelling; Computational Mathematics; and Computational Finance and Financial Modelling Field of Study: Mathematical and computational finance, nonlinear wave theory, wave modelling and fluid dynamics, renewable energy Professional Activities and Affiliations: • Director of the Centre of Financial Mathematics, UOW • Director of IMIA (the Institute of Mathematics and Its Applications) • Invited speaker at the 19th ALGORITMY (computational finance symposium) Slovakia, 2012. • Invited keynote speaker at the ANZIAM2010 Conference (the 41st annual Australia and New Zealand Industrial and Applied Mathematics meeting), New Zealand. • Invited keynote speaker at the Int. Conf. of NMF 2008 (Numerical Methods for Finance), Ireland. • Invited speaker at the 3rd SPIE International Symposium (Noise and Fluctuations in Econophysics and Finance), Austin, Texas, USA • Principal Research Fellow in the Department of Civil, Mining and Environmental Engineering (1997) • Co-Chairmen of the 35th Annual Australia-New Zealand Applied Mathematics Conference, Mollymook, NSW (1999) • Member of the editorial board of three international journals Current Research Students: • Jean-Roch Nader : Interaction of Ocean Waves with an OWC Device • Thirukumaran Sivanathan : Shear strength of degradable rock joints • Hamid Tohidifar : Effect of High Speed Train Frequencies on the Degradation of Rail Ballast Upon Cyclic Densification • Qideng Sun : Elasto-plastic strain based approach for analysing rail track behaviour • Chandrasiri Wanayalage : Load Deformation Behaviour of Sediment Infilled Rock Joints Subjected to Internal Water Flow
High-spin, multiparticle isomers in 121,123Sb (with G. A. Jones, S. J. Williams, P. M. Walker, Zs. Podolyák, M. P. Carpenter, J. J. Carroll, R. S. Chakrawarthy, P. Chowdhury, I. J. Cullen, G. D. Dracoulis, A. B. Garnsworthy, G. Hackman, R. V. F. Janssens, T. L. Khoo, F. G. Kondev, G. J. Lane, Z. Liu, D. Seweryniak, and N. J. Thompson), Papers from the Department of Physics (2008)
Identification of a high-spin isomer in 99Mo (with G. A. Jones, P. H. Regan, Paul Walker, Zs. Podolyák, P. D. Stevenson, M. P. Carpenter, J. J. Carroll, R. S. Chakrawarthy, P. Chowdhury, A. B. Garnsworthy, R. V. F. Janssens, T. L. Khoo, F. G. Kondev, G. J. Lane, Z. Liu, D. Seweryniak, N. J. Thompson, and S. J. Williams), Papers from the Department of Physics (2007)
A New Analytical-Approximation Formula for the Optimal Exercise Boundary of American Put Options, Faculty of Informatics - Papers (2006)
In this paper, a new analytical formula as an approximation to the value of American...
A Closed-form Analytical Solution for the Valuation of Convertible Bonds With Constant Dividend Yield, Faculty of Informatics - Papers (2006)
In this paper, a closed-form analytical solution for pricing convertible bonds on a single underlying...
Pricing convertible bonds based on a multi-stage compound option model (with P. Gong and Z. He), Faculty of Informatics - Papers (2006)
In this paper, we introduce the concept of multi-stage compound options to the valuation of...