Professor Kostya BOROVKOV
![]() | Position: | Professor | |
| Email: | K.Borovkov@ms.unimelb.edu.au | ||
| Room: | 225 | ||
| Ext. Number: | 47992 | ||
| Webpage: | www.ms.unimelb.edu.au/~kostya | ||
| Research Group: | - Stochastic Processes | ||
Recent Publications:
RSS Feed | |||
Current Postgraduate Supervision:
| Shaun MCKINLAY | "Boundary Crossing Problems for Random Processes" |
| Yuqing PAN | "Boundary crossing problem of different types of Random processes Hitting Remote Sets." |
Past Postgraduate Supervision:
| Geoffrey DECROUEZ | "Generation of multifractal signals with underlying branching structure" |
| Andrew N DOWNES | "Boundary Crossing Probabilities for Diffusion Processes and Related Problems" |
| Matthieu GILSON | "Learning in biological-like neural networks" |
Past Honours/PGD/Masters(RT) Students:
| David EAGLE | "Partial Hedges of Options: Estimation of Price and Default Risk under Stochastic Volatility" |
| Stefan RAMPERTSHAMMER | "An Ornstein-Uhlenbeck Framework for Pairs Trading" |
| Jakub STOKLOSA | "Barrier Options and their Sensitivities" |
| Shaun MCKINLAY | |
| Jonathan BRAILEY | "No-Arbitrage Positive Interest Rate Models " |
| Timothy RICE | "Branching Processes in Epidemiology" |
| Yunshun CHEN | |
| Sheng LIN | |
| Gary KATSELAS | |
| Jason LEUNG | |
| Stephen MUIRHEAD |
Subject(s) Currently Teaching:
| MAST30020 (620-323) | Probability and Statistical Inference (Semester 1, 2013) |
| MAST90062 | Probability and Mathematical Statistics 1 (Semester 1, 2013) |
Recent Grant History:
| Year(s) | Source | Type | Title |
|---|---|---|---|
| 2012 - 2014 | ARC | Discovery | Random network models with applications in biology |
| 2003 - 2010 | ARC | Centre Of Excellence | ARC Centre of Excellence for Mathematics and Statistics of Complex Systems |
| 2008 - 2010 | ARC | Discovery | Boundary crossing analysis for random processes with applications to risk project management |
Responsibilities:
| Academic Board member |
| Chair of Masters Committee |
Committees:
| Management Committee |
| Masters Committee (Chair) |
| Strategic Planning Committee |
