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chimanleung
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LEUNG, Chi Man


Phone: (852) 2358 8571
Email: chimanleung@ust.hk
Office: Room 3446

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Lecturer



Research Interests



Teaching

  • MAFS5140  Statistical Methods in Quantitative Finance
  • MATH4427  Loss Models and their Applications
  • MATH4994  Capstone Project in Mathematics and Economics

Selected Publications

  Article

  1. Numerical Pricing of CoCo Bonds with Parsian Trigger Feature Using the Fortet Method
    • Author(s): Leung, Chi Man; Kwok, Yue Kuen
    • Source: International Journal of Theoretical and Applied Finance. , v.20, (7), November 2017, article number 1750046
    • Year: 2017

  2. Numerical Algorithms for Research and Development Stochastic Control Models
    • Author(s): Leung, Chi Man; Kwok, Yue Kuen
    • Source: Journal of Computational Finance. , v. 18, (1), September 2014, p. 3-29
    • Year: 2014

  3. Patent-investment games under asymmetric information
    • Author(s): Leung, Chi Man; Kwok, Yue Kuen
    • Source: European Journal of Operational Research. , v. 223, (2), December 2012, p. 441-451
    • Year: 2012

  Thesis

  1. Several essays on real options game models
    • Author(s): Leung, Chi Man
    • Year: 2011

  2. Asymmetric two-stage investment game and sleeping patents
    • Author(s): Leung, Chi Man
    • Year: 2009