Dr Abby Tan Chee Hong

Abby obtained his undergraduate degree (first class honours) in Mathematics at University of Manchester Institute of Science and Technology (UMIST) in 2002. Abby passed his Phd in Mathematics in 2006 from Manchester University. Abby joined Universiti Brunei Darussalam (UBD) in 2006 and became senior lecturer in Mathematics in the Faculty of Science in 2012. On research front, Abby is an active researcher in Mathematics and Mathematics Education. He has published >20 peer reviewed papers

RESEARCH INTERESTS

Financial Mathematics, Mathematics Education

TOP PUBLICATIONS

1) S. Fedotov and A. Tan, Long memory stochastic volatility in option pricing, Appear in International Journal of Theoretical and Applied Finance, Volume 8, Number 3, May 2005.
2) A. Tan, Long memory volatility in derivative hedging, Appear in Physica A, Volume 370, pg 689-696, 2006.
3) A. Tan, Option Pricing with long memory interest rate, Scientia Bruneiana , Volume 10, pg 49-56, 2009
4) SN Kumari, and A Tan, Characterization of Student’s T-Distribution with some Application to Finance, Mathematical Theory and Modeling 3 (10), 1-9, 2013
5) S. Fedotov, A. Tan and A. Zubarev, Persistent random walk of cells involving anomalous effects and random death, Physical Review E, Vol 91 (4), 2015