Dr Thi ( Van ) Le

Biography

About to finish her PhD in Finance at the University of Adelaide, Van joined the Newcastle Business School as a Finance Lecturer from early this year. Prior to this appointment, she had been involved in teaching both UG and PG courses at the University of Adelaide. Her main subjects of teaching interest included Corporate Finance, International Finance and Derivatives and Risk Management.

Qualifications

• Doctor of Philosophy, University of Adelaide, 2012
• Bachelor of Finance (Honours), University of Adelaide, 2008
• Bachelor of Finance, University of Adelaide, 2008

Research

Research keywords

• Financial modelling
• Market microstructure
• Option pricing
• Volatility forecasting

Research expertise

Her current research interests include asset pricing, market microstructure, financial modelling and forecasting. In particular, she is very keen on research in option pricing and financial market volatility. Given her past training and research experience, she has strong skills in quantitative modelling and programming in Matlab, SAS and Eviews.

Collaboration

Some ongoing collaborative research projects, to be named, would include

“The allocation of informed traders in the option market: An analysis of the 2008 short-sale ban”

(Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide)

“Forecasting the smile dynamics” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide)

“Effectiveness of electricity futures hedging using temperature forecasts” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide) and Associate Professor Richard Gerlach (Uni of Sydney)

Languages

• English
• Vietnamese

Fields of Research

Awards

Other

Recognition.

Teaching

Teaching keywords

• Corporate Finance
• Derivatives and Risk Management
• International Finance

Teaching expertise

Corporate Finance

Derivatives and Risk Management

International Finance