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. Further information available here.
Articles
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...