Publications :Publication List (sourced via UOW Database)
Current Positions:Joanna has a permanent position as Associate Professor in the School of Mathematics and Applied Statistics.
Research Interests:Joanna's primary research involves using ad-hoc techniques and symmetry methods to find solutions to partial differential equations. She is also interested in the mathematics of financial derivatives and studies the relationship between stochastic differential equations for underlying variables such as interest rates and stocks and the partial differential equations governing prices of financial derivatives such as bonds and options. Joanna is a member of IMMACS, the Institute for Mathematical Modelling and computational Systems.
Professional Activities:Among her administrative duties in the School, Joanna organises work experience placements for interested undergraduates, and is a coordinator of the Master of Financial Mathematics degree.
Awards:Joanna is a recipient of a Vice-Chancellor's Excellence in Teaching Award.
Future Research Topics:1. Pricing electricity derivatives via time-dependent utility functions
2. Performance of a MRJ stochastic model in modelling electricity prices
3. Finding invariant solutions beyond symmetries to initial value problems
- Ziwei Ke : A study of some popular analytical approximation approaches applied to options pricing