Regular biography
Dr Duy-Minh Dang is a Senior Lecturer in Mathematics at the School of Mathematics and Physics, The University of Queensland. He is the Director of the Master of Financial Mathematics (MFinMath) Program and teaches 3rd and 4th year financial mathematics, postgraduate financial mathematics. His research focuses on the development of reliable numerical methods for stochastic control problems in finance, particularly in areas such as Defined Contribution superannuation and valuation adjustments. Dr Dang has supervised over 100 MFinMath graduates and several PhD candidates. His work emphasizes industry relevance and collaboration with sectors including FinTech, Superannuation, and financial services. He has published extensively in journals and conferences, contributing to advancements in numerical methods for financial modeling.
Scholar-generated biography
Duy-Minh Dang is a researcher at the University of Queensland, specializing in Scientific Computing, Computational Finance, and GPU Parallel Computing. His work focuses on developing numerical methods for financial modeling, including mean-variance portfolio optimization, dynamic investment strategies, and pricing of complex financial derivatives. He has contributed to solving problems related to jump diffusion models, regime-switching models, and Monte Carlo simulations. His research emphasizes efficient algorithms for high-dimensional financial models, leveraging GPU computing for performance improvements. Dang's publications highlight the application of partial differential equations, impulse control, and numerical schemes in financial mathematics.