ARC Discovery Project, 2022-24 (with D. Duffie)
Runner-up for 2018
Spängler-IQAM Award for Best Paper in Investments published in Review of
Finance
ANU Futures Scheme, 2018-2020
Best Paper Award, Auckland Finance Meeting, 2013 (with Burton Hollifield and Patrik Sandas)
PNC Professorship in Computational Finance, Carnegie Mellon University, 2007-2010
GARP Risk Management Research Award, 2008-2009 (with R. Elkamhi)
NSA grant for project "Theory and Applications of Stochastic Processes, Motivated by Questions Arising in Mathematical Finance and Risk Analysis", 2005-2007 (with P. Protter)
NSA, NSF grants for Cornell Conference on Mathematical Finance, 2005-2006 (with P. Protter)
Moody's Research Grant, Moody's Investors Service, 2002-2003
Fulbright Enterprise Scholarship, German Fulbright Commission and Goldman Sachs, 1998-1999
German Academic Exchange Grant (declined), German Academic Exchange Service, 1998-1999
ANU Futures Scheme, 2018-2020
Best Paper Award, Auckland Finance Meeting, 2013 (with Burton Hollifield and Patrik Sandas)
PNC Professorship in Computational Finance, Carnegie Mellon University, 2007-2010
GARP Risk Management Research Award, 2008-2009 (with R. Elkamhi)
NSA grant for project "Theory and Applications of Stochastic Processes, Motivated by Questions Arising in Mathematical Finance and Risk Analysis", 2005-2007 (with P. Protter)
NSA, NSF grants for Cornell Conference on Mathematical Finance, 2005-2006 (with P. Protter)
Moody's Research Grant, Moody's Investors Service, 2002-2003
Fulbright Enterprise Scholarship, German Fulbright Commission and Goldman Sachs, 1998-1999
German Academic Exchange Grant (declined), German Academic Exchange Service, 1998-1999