UNIVERSITY OF THE WITWATERSRAND, JOHANNESBURG

Dr Diane Wilcox

Dr Diane Wilcox
Position:Senior Lecturer
Qualifications:PhD (UCT)
Email:diane.wilcox@wits.ac.za
Organizational Unit:School of Computational & Applied Mathematics
Download my CV:Click here
 

Research Interests

Mathematical modelling for Economics and Finance; Financial Engineering

 

Special Interests

Stochastic volatility; Dependence modeling; Market microstructure; Liquidity measurement

Teaching

Risk Measurement; Portfolio Optimisation