PhD students

 

 

 

Current:

 

Steven Falconer (3rd year)

Fractional PDE’s and anomalous transport

 

  (Falconer’s PhD Thesis)

 

Akram Al-Sabbagh (2nd year)

Nonlinear subdiffusive fractional equations

 

 

 

 

 

Former:

 

Alfredo Valle

Credit rating modelling

 

Hamed Al-Shamsi

Fractional derivatives and applications in finance and biology

 

Yuki Okuda

Wave propagation into unstable state with memory effects


Stephanos Panayides.

Risk minimization approach for derivative pricing and hedging


Abby Tan

Long memory stochastic volatility

 

Honaida Malaikah

Stochastic volatility models