Greg Anderson B.Com, M.Com, Ph.D
Pricing and Quantitative Models
Since completing his doctorate 8 years ago, Greg has specialised in the development and implementation of a wide range of financial models, with a particular emphasis on derivative pricing. Through his consulting activities with Sungard Treasury Systems, Greg has built pricing and risk management prototypes for numerous types of options, fixed-interest securities, and swaps. He also has considerable experience in applying numerical methods to the valuation of non-standard financial options, electricity derivatives, and a wide range of real assets.
He holds commerce and post-graduate finance degrees from Lincoln University (NZ) and a Ph.D in Finance from Syracuse University (USA). His thesis examined the application of a discrete-time, Heath-Jarrow-Morton lattice model to interest rate derivatives. Prior to moving to the consulting world, Greg was a Senior Lecturer in Finance at Lincoln University, where he continues to teach a course in derivatives pricing.
Contact Greg by e-mail
Dion Campbell B.Sc, M.Sc, MCP+I, MCSE
Software Architect
Dion was working in the software industry even before leaving university, and has been programming since an early age. Having completed a Master’s degree in Experimental Psychology at the University of Canterbury (NZ), he went on to pursue his interest in computers, attaining a qualification as a Microsoft Certified Systems Engineer shortly afterward.
He has worked for a number of companies developing financial software, including Sungard Treasury Systems. In fact, it was while developing a bond pricing component for Sungard that Dion first worked with Greg. Other projects with which he has been involved include FAS 133 compliance, interest rate and currency options, hedge relationships, and conduit fee/facility software.
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Ian Ross
Quality Assurance
Ian was studying for a computer science degree at Canterbury University when he was offered a key technical position with a local Christchurch company. He seized the opportunity, and in the seven years since has worked as both a developer and tester for a number of different companies in a range of areas of the IT industry. His previous testing experience includes designing and managing the testing of intruder alarm communications, credit card payment solutions, insurance premium rating systems and content management systems.
In the role of Quality Assurance he has worked in one of Christchurch’s larger development shops. During this time he initiated major changes to the testing methodologies used and introduced the use of sophisticated automated code reviews.
Contact Ian by e-mail