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Ryle Perera

Ryle_Perera

Formal Name: Ryle Perera

Personal Title: Dr

Position: Lecturer

Organisational Unit: Department of Accounting and Finance

Qualifications: BS (Mathematics) Nevada, MS (Applied Mathematics) Nevada, PhD UNSW

Telephone: (+61-2) 9850-8578

Fax: (+61-2) 9850-8497

Email: ryle.perera@mq.edu.au

Location: E4A 229

Membership of Professional Societies

  • Member of American Mathematical Association.
  • Member of Economic Society of Australia (NSW – Branch)
  • Member of the American Financial Association
  • Member of Sri Lankan Economic Association

Current Teaching

  • ACCG 253 Financial Management
  • ACCG 352 Applied Portfolio Management

Publications

  • 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

Research

Research Interests

  • Mathematical Finance
  • Portfolio Theory
  • Stochastic Control
  • Financial Engineering

Seminar Presentations (Conferences)

  • Session Presenter - “Optimal Portfolio Allocation for a Defined Benefit Pension Fund with non linear Stock Dynamics”; December 2007; Quantitative Methods in Finance Conference, UTS Sydney
  • Session Presentation & Discussant - “Pricing a Foreign Equity Call Struck in Domestic Currency via the Principle of Equivalent Utility”, 10th Symposium on Finance, Banking and Insurance, University of Karlsruhe, Germany, December 14-16, 2005
  • Session Presenter - “A Partial Currency Hedging Strategy and Pricing a Cross Currency Option via Utility Maximization Principle”, Session Presentation; American Academy of Accounting and Finance - Annual Meeting; New Orleans, Louisiana, USA, December 9-11, 2004

Presentations (Research Seminars)

  • 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