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Dr Donna Mary Salopek

Senior Lecturer
Science
School of Mathematics & Statistics

Dr Donna Salopek is a senior lecturer within the Department of Statistics, School of Mathematics and Statistics. 


ADMINISTRATIVE DUTIES:

Postgraduate Coursework Coordinator, School of Mathematics and Statistics


RESEARCH INTERESTS: Stochastic Analysis and its application to financial modelling


CURRENT TEACHING DUTIES:

MATH 5816 Continuous Time Financial Modelling

MATH 5985 Term Structure Modelling


GRANTS:

Faculty Research Grant (2011): Stochastic integration of cylindrical ractional Brownian motion in UMD spaces ($7,420).

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Phone
9385 7030
E-mail
dm.salopek@unsw.edu.au
Location
Room RC-2054 Red Centre Kensington Campus Õ¬Äи£Àû
  • Journal articles | 2017
    Fan Y; de Micheaux PL; Penev S; Salopek D, 2017, 'Multivariate nonparametric test of independence', Journal of Multivariate Analysis, 153, pp. 189 - 210,
    Journal articles | 2012
    Brzezniak Z; Van neerven J; Salopek DM, 2012, 'Stochastic evolution equations driven by Liouville fractional Brownian motion', Czechoslovak Mathematical Journal, 62, pp. 1 - 27,
    Journal articles | 2005
    Hu YZ; Salopek DM; Oksendal B, 2005, 'Weighted local time for fractional Brownian motion and applications tofinance', Stochastic Analysis and Applications, 23, pp. 15 - 30
    Journal articles | 2005
    Xiong J; Wong A; Salopek DM, 2005, 'Saddlepoint approximations to option price in a general equilibrium model', Statistics and Probability Letters, 71, pp. 361 - 369,
    Journal articles | 2002
    Salopek DM, 2002, 'A new class of nearly self-financing strategies', Statistics and Probability Letters, 56, pp. 69 - 75,
    Journal articles | 1998
    Salopek DM, 1998, 'Tolerance to arbitrage', Stochastic Processes and their Applications, 76, pp. 217 - 230,