Thumbnail

Pavel V Shevchenko

Macquarie University

Pavel Shevchenko is a Professor in the Department of Applied Finance and Actuarial Studies of Macquarie University since August 2016. Before joining Macquarie University, he worked as a research scientist in CSIRO Australia during 1999-2016 where he held a position of a Senior Principal Research Scientist since 2012. In CSIRO, Prof Shevchenko worked in the area of financial risk leading research and industry commercial projects on modelling of operational and credit risks; longevity and mortality, retirement products; option pricing; insurance; modelling commodities and foreign exchange; and the development of relevant numerical methods and software. He received a MSc from Moscow Institute of Physics and Technology in 1994; a PhD from The University of New South Wales in 1999. He is currently an Adjunct Professor at the University of NSW, adjunct Professor at University of Technology Sydney, and Honorary Senior Research Associate in University College London. Prof Shevchenko has published extensively in academic journals, consults for major financial institutions and is a frequent presenter at industry and academic conferences. His publication records include one research monograph, two co-authored research monographs, over 60 journal papers and over 80 technical reports.

Follow Pavel V

Articles by Pavel V Shevchenko

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here