Leung Chan

Dr. Leung Chan is a Lecturer in the School of Mathematics and Statistics at the Faculty of Science, University of New South Wales (UNSW). He is an active member of the School's Finance and Risk Analysis Research Group, which develops innovative methods for financial modelling, derivative pricing and risk analysis.

Dr. Chan's research spans several interconnected areas within quantitative finance:

• Financial Mathematics
• Pricing and hedging of financial derivatives
• Stochastic implied volatility models
• Default risk modelling
• Modelling of credit migrations
• Valuation of credit derivatives
• Asset price dynamics
• Quantitative Risk

His publication record demonstrates a strong focus on regime-switching models in financial mathematics. Over the past decade, Dr. Chan has published extensively on option pricing with regime switching, volatility modeling, and risk analysis. His work often combines sophisticated mathematical techniques with practical financial applications, particularly in derivative pricing and risk management. The consistent theme across his research is the application of advanced stochastic processes to model financial markets with changing regimes.

Dr. Chan maintains active research collaborations with scholars including Song-Ping Zhu, Robert J. Elliott, and Tak Kuen Siu. His recent work continues to advance analytical methods for pricing complex financial derivatives under regime-switching frameworks.

He is associated with the Quantitative Risk Solutions Lab at UNSW, which serves as a platform for applying theoretical research to practical financial risk management challenges.