Completed Honours Students:

Student Name	Thesis Title	Conferred Date
Grant Moule**++	Numerical Solution of Short-Crested Waves Around a Vertical Circular Cylinder (won a university medal).	1992
Clara Murdaca	On the interpolation of multi-dimensional functions with multiquadrics	2000
Ryan Omrod+	Quantifying the effect of correlation between forward and hazard rates on pricing credit default swaps and credit swap options	2004
Drew Shaw+	Incorporating Dividends into Option Valuation	2005
Joshua Quigley+	Valuing Multi-Asset Options with the Boundary Element Method	2006
Michael O'Sullivan	A study of Monte Carlo Method used for pricing American Options	2007
Steve Stone+	On the Method of Fundamental Solutions For Pricing Financial Derivatives	2007
Lewis Mitchell**++	Wave Diffraction and Radiation around an OWC device	2007
Rene Ogunbona+	Optimal Compliance Strategy for Energy Firms under the Australian Carbon Pollution Reduction Scheme	2009
Alex Badran**++	Exploring analytical solutions to regime-switching models	2010
Monica Ly+	Extracting Local Volatility Using the Dupire Formula	2012
Ashlee Davis	Pricing American options under regime regime-switching models	2015
Bradley Bennett	Comparing the pricing performance of the Heston model under different martingale measures.	2016
James Brodnik	To finish by the end of Nov., 2017	2017

Undergraduate Advanced Students:

Student Name	Advanced Project Title	Conferred Date
William J. Francis*	A Comparative Study of Two Analytical Approxi- mation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options	2004

* indicates those undergraduate students I have managed to publish a conference paper with.

** indicates those undergraduate students I have managed to publish a journal paper with.

+ indicates those undergraduate students who were awarded a first-class honor.

++ indicates those undergraduate students who were awarded a first-class honor and a university medal.