Ryle Perera , Business and Economics, Macquarie University
- Title: Doctor
- Position: Lecturer - Department of Applied Finance and Actuarial Studies
- Qualifications: BS (Mathematics) UNLV, USA; MS (Applied Mathematics) UNLV, USA; PhD (Financial Economics) UNSW, Australia
- Ph: (61-2) 9850 8578
- Fax: (+61-2) 9850-8497
- Room: 229, building: E4A
Areas of Expertise
- Mathematical Finance
- Stochastic Control
- Financial Engineering
Ryle Perera obtained his Bachelors (BS) in Mathematics and Masters Degree (MS) in Applied Mathematics through the Department of Mathematics & Statistics at the University of Nevada, Las Vegas USA. He then completed his Doctorate (PhD) in Financial Economics through the school of Economics at the University of New South Wales, Sydney Australia. His research interests include Mathematical Finance, Stochastic Control and Financial Engineering. He has published in leading scholarly journals such as Insurance: Mathematics and Economics as well as Journal of Applied Mathematical Finance. He is a reviewer for Insurance: Mathematics & Economics, Quantitative Finance Journals and World Journal of Mathematical Modelling and Simulation.
- Perera RS, (2010) Optimal Consumption, Investment and Insurance with Insurable Risk for an Investor in a Lvy Market, Insurance: Mathematics and Economics, 46, 479-484.
- Perera NJ, Burns JC, Perera RS, Lewis B & Sullivan DR, (2010) Adjustment of direct HDL-C measurements according to plasma Triglyceride corrects for interference by triglyceride rich lipoproteins , Journal of Clinical Lipidology, 4, 305-339.
- Perera RS, (2000) The Role of Index Bonds in Universal Currency Hedging, Journal of Applied Mathematical Finance, vol 7, pp 271-284
- Perera R, (2009) Optimal Asset Allocation and Currency Hedging - Role of Index Bonds, Book/Monograph Publication, VDM Verlag Publishing, ISBN: 978-3-639-00286-7
- Perera R, (2007) Optimal Portfolio Allocation for a Defined Benefit Pension Fund with non linear Stock Dynamics, Quantitative Methods in Finance Conference, 12-15 December, abstract /extract publication
- Perera R, (2004) A Partial Currency Hedging Strategy and Pricing a Cross Currency Option via Utility Maximization Principle, American Academy of Accounting and Finance - Annual Meeting, 9-11 December, abstract/extract publication
- Perera, R, (2005) Pricing a Foreign Equity Call Struck in Domestic Currency via the Principle of Equivalent Utility,10th Symposium on Finance, Banking and Insurance, December 14-16, abstract/extract publication
- Perera NJ, Burns JC, Perera RS, Lewis B & Sullivan DR, (2009) Adjustment of direct HDL-C measurements according to plasma Triglyceride corrects for interference by triglyceride rich lipoproteins, poster abstract, Pathology, 41 (supplement), 71
- University of Peradeniya, Sri Lanka, Seminar Presentation, "Role of Index bond's in Universal Currency Hedging", January 2004
- Central Bank of Sri-Lanka, Seminar presentation "Path-dependent Foreign Currency Options on Multiple currencies and First Exit-Time", January 2003
- Macquarie University, Division of Economic and Financial Studies, Seminar presentation "Role of Index bond's in Universal Currency Hedging", May 2002
- La Trobe University, Department of Economics and Finance, seminar presentation "Moving Average Properties and Martingale Properties of Foreign Currency Options", Oct. 2001
Membership of Professional Societies
- Member of American Mathematical Association.
- Member of Economic Society of Australia (NSW)
- Member of the American Financial Association
- Member of Sri Lankan Economic Association
- ACCG 253 Financial Management
- ACCG 352 Applied Portfolio Management