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February 2012
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Professor Robert Elliott

Australian Research Council Professorial Fellow


Office: 719 | Telephone: +61 8 8313 5077 | Personal homepage


Academic duties

Responsibility
Scientific Director, Centre for the Quantification and Management of Risk

Doctor of Philosophy supervision

Thesis title Student Graduation
Problems in backward stochastic differential equations; with applications to nonlinear evaluations and risk measures Samuel Cohen 2011
Risk management Bin Shen
Risk and regime switching in commodity markets Ahmed Hamada

Research interests

Research interest Group
Stochastic modelling Mathematics of Risk
General theory of processes Mathematics of Risk
Backward stochastic differential equations Mathematics of Risk
Filtering Mathematics of Risk
Systems engineering Mathematics of Risk
Hidden Markov processes Mathematics of Risk
Protein sequencing Mathematics of Risk

Research seminars

Title Series
American option pricing in a Markov chain market model Operations Research and Statistics Seminar
Alberta Power Prices School of Mathematical Sciences Colloquium

Research grants

Grant title Funding Agency
Dynamic risk measures ARC