Dr Wilson KOH （許汶偉博士）
PhD (Manchester Business School, UoM)
MSc (University of Manchester)
BA Econ (University of Manchester)
Senior Lecturer (Part-time)
Department of Economics and Finance
電郵 :
wilsonkoh@hsu.edu.hk
| Research and Teaching InterestsIntellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.)Research Grants and AwardsBusiness and Professional Engagement (including membership) |
| TopResearch and Teaching Interests |
| Derivative pricing, real options, risk management, trading strategies, quantitative trading, applications of data science and machine-learning in Finance. |
| TopIntellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.) |
Publications:
- Koh, W and D, Paxson (2009). “Blockbuster Antivirals and Vaccines: Real Options in a Flu Pandemic”, Health Economics Evaluation Methods Journal.
- Koh, W and D, Paxson (2007). “Real Extreme R&D Discovery Options”, Banque and Marches Journal, No.86, Vol Jan-Feb.
- Koh, W and D, Paxson (2007). “Real R&D Options in Paradise and Purgatory”, SSRN ejournal.
- Koh, W and D, Paxson (2006). “Pricing and Application of Real R&D Options in a Two-Factor Jump Model”, ResearchGate ejournal.
Conference Papers:
- Koh, W and S, Treloar (2009). “Investing in Mining with Convertibles: A Private Equity Application”, Real Option International Conference.
- Koh, W (2007). “Analytical Valuation of Perpetual Options under a Double-Exponential Jump Diffusion Model”, Real Option International Conference.
- Koh, W and D, Paxson (2005). “Primer Article on Non-Gaussian Distributions and Jump Models for R&D Applications”. Real Option International Conference.
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| TopResearch Grants and Awards |
| Mountbatten PhD studentship award (U.K) |
| TopBusiness and Professional Engagement (including membership) |
- Certified Quantitative Finance Analyst (CQF), U.K
- Certified Financial Risk Manager (GARP), USA
- License holder for Securities and Futures Commission (SFC HK)
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