Kwai-Sun Leung
Research Fellow
Qualifications:
1. Bachelor’s Degree
B.Sc. in Mathematical Science,
2. Master’s Degree
MPhil. in Mathematics,
3. Doctor’s Degree
PhD. in Mathematics,
Research Interests:
Credit risk modeling, structured credit and exotic option pricing
Publications:
1. K. S. Leung, and Y.K. Kwok. (2007). Distribution of occupation times for CEV diffusions and pricing of alpha-quantile options. Quantitative Finance, vol. 7(1), p.87-94.
2. K. S. Leung, and Y.K. Kwok. (2007). Valuation of employee stock option with repricing feature. To appear in Quantitative Finance
3. K. S. Leung, Y.K. Kwok and S.Y. Leung. (2007). Finite time dividend-ruin models. To appear in Insurance: Mathematics and Economics
4. K. S. Leung, and W. H. Hui (1995). Exact solutions of the two-dimensional unsteady Euler equations via symbolic computations. Proceedings of the first Asian Computation Fluid Dynamics Conference : 1995, H.K.. V. 2, P. 605.
Working Papers:
1. K. S. Leung, and Y.K. Kwok. (2007). Credit contagion via interacting intensities: Markov chain framework. Working paper, Hong Kong University of Science and Technology
Contact Information:
Email:
rmilks@nus.edu.sg
Block S16 Level 5