AGATHA SHAW, Ph.D.

Professor of Mathematics

VALENCIA COMMUNITY COLLEGE - EAST CAMPUS

 

WebCT

CourseCompass

Valencia

 Stats Activities

Test Proctoring

CLAST Review

 

 

RESEARCH INTERESTS

 

  • Numerical Stochastic Modeling in Financial Mathematics
  • Stochastic Optimization
  • Applied Probability and Statistical Analysis

 

 

PUBLICATIONS

 

  • Dshalalow, J.H. and Liew, Agatha, “On exit times of a multivariate random walk and its embedding in a quasi Poisson process,” Stochastic Analysis and Applications, Volume 24, Issue 2, Pages 451-474, 2006; Abstract Link.
  • Dshalalow, J.H. and Liew, Agatha, “On fluctuations of a multivariate random walk with some applications to stock options trading and hedging,” Mathematical and Computer Modelling, Volume 44, Issues 9-10, November 2006, Pages 931-944; Abstract Link.
  • Dshalalow, J.H. and Liew, Agatha, “On level crossings of an oscillating marked random walk,” Computers and Mathematics with Applications, Volume 52, Issue 6-7, Pages 917-932, December 2006;  Abstract Link.
  • Liew, Agatha Yin Bing, "Stochastic analysis of a multivariate random walk with applications to finance,"  ISBN: 0-542-55699-5, August 2006; Distributed by ProQuest Information and Learning.

 

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