Dr Malgorzata Korolkiewicz |
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| Position: | Program Director |
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| Division/Portfolio: | Division of Information Technology, Engineering and the Environment | |
| School/Unit: | School of Mathematics and Statistics | |
| Campus: | City West Campus | |
| Office: | Y3-72 | |
| Telephone: | +61 8 830 20237 | |
| Fax: | +61 8 830 20765 | |
| Email: | malgorzata_dot_korolkiewicz_at_unisa_dot_edu_dot_au | |
| URL for Business Card: | http://people.unisa.edu.au/malgorzata.korolkiewicz | |
Welcome to my web page. I joined UniSA in January 2004 after finishing my PhD in Finance at the University of Alberta in Canada.
I am the Program Director for the following programs:
Teaching interests
- Mathematics and Statistics for Business
- Probability
- Mathematical Finance
- Risk Management
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Teaching awards:
2008 UniSA Citation for Outstanding Contributions to Student Learning
2008 UniSA Quality Teaching Award
2007 UniSA Quality Teaching Award
2006 UniSA Supported Teacher Award
2002 University of Alberta Graduate Student Teaching Award
I teach the following courses
| MATH 1053 | Quantitative Methods for Business |
| MATH 3019 | Investment Science |
| MATH 5034 | Investments |
Qualifications
M.Sc. (Mathematics), Warsaw University, Poland.
M.Sc. (Mathematical Finance), University of Alberta, Canada.
Ph.D. (Finance), University of Alberta, Canada.
Research interests
- Mathematical Finance
- Derivatives Markets
- Credit Risk
- Environmental modelling
Research publications
Korolkiewicz MW & Elliott RJ 2008. 'A hidden Markov model of credit quality', Journal of Economic Dynamics and Control, vol. 32, no. 12, pp. 3807-3819.
Korolkiewicz MW & Elliott RJ 2007. 'Smoothed Parameter Estimates for a Hidden Markov Chain of Credit Quality', in Hidden Markov Models in Finance, eds RS Mamon and RJ Elliott, Springer Science+Business Media, LLC, New York.
Korolkiewicz MW 1994. 'Homomorphisms of Many Sorted Algebras', Formalized Mathematics, vol. 6, Universite Catholique Louvain.
Korolkiewicz MW 1994. 'Homomorphisms of Algebras. Quotient Universal Algebra', Formalized Mathematics, vol. 5, Universite Catholique Louvain.
Korolkiewicz MW, Kotowicz J & Madras, B 1992. 'Basic Notation of Universal Algebra', Formalized Mathematics, vol. 4, Universite Catholique Louvain.
Korolkiewicz MW 1992. 'The de l'Hospital Theorem', Formalized Mathematics, vol. 4, Universite Catholique Louvain.
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