Victor Fang
Associate Professor in Finance
BSc (Hon)(Manchester), MSc (Wales), PhD (Monash)
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46919
Email: v.fang@deakin.edu.au
- Azad, A.S.M. S., Fang, V. and Wickramanayake, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap in Relation to Macroeconomic Risk, International Review of Finance, 11(3), 353-390
- Ball, J & Victor Fang (2009) Value-at-Risk Disclosures and the Implications on Bank Stakeholders, in Banking and Capital Markets: New International Perspective, Edited by Professor Edward Kane, Professor Harold Black & Professor Lloyd Brenman of Midwest Finance Association US.
- Fang, Victor, Kok-Fai Phoon & Vincent Xiang (2008) "A Heuristic Approach to Asian Hedge Fund Allocation."; The Journal of Wealth Management, Volume 10, no. 4 pages 42-52.
Teaching Interests
- International Finance
- Treasury Management
- Financial Institutions Management
Research Interests
- Fixed Income and swaps and related issues
- Financial risk Management
- Modeling of Term structure of Interest Rates
- Volatility Modeling
Professional Affiliations
- Member, British Chartered Management Institute, UK
- Senior Associate, Australasian Institute of Banking and Finance
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5th December 2012