Dr Kristoffer Glover
Postdoctoral Research Fellow, School of Finance and Economics
PhD (Uni Manchester)
Email: Kristoffer.Glover@uts.edu.au
Phone: +61 2 9514 7778
Fax: +61 2 9514 7711
Room: CM05D.03.09 (map)
Mailing address: PO Box 123,
Broadway NSW 2007,
Australia
Biography
Kristoffer joined the school in September 2008 after completing his PhD entitled "The Analysis of PDEs Arising in Nonlinear and Non-standard Option Pricing" at the University of Manchester.
Research
Research interests
The analysis of nonlinear PDEs occurring in financial models, such as those arising from the study of option pricing in illiquid markets (with resulting feedback effects). Optimal stopping and free boundary problems applied to applications in finance and economics.
Publications
Conference papers
Glover, K., Peskir, G., Samee, F. 2009, 'Path dependent British options', PDEs and Mathematical Finance III Conference, Stockholm, Sweden, August 2009.
Glover, K. 2008, 'On the properties of the British option', Quantitative Methods in Finance 2008 Conference, Sydney, Australia, December 2008.
