Dr Van Le


Newcastle Business School

Career Summary


Van joined the Newcastle Business School as a Finance Lecturer in early 2012, after completing her PhD in Finance at the University of Adelaide. Prior to this appointment, she had been involved in teaching both UG and PG courses at the University of Adelaide. Her main subjects of teaching interest included Corporate Finance, International Finance and Derivatives and Risk Management.

Research Expertise
Her current research interests include asset pricing, market microstructure, financial modelling and forecasting. In particular, she is very keen on research in option pricing and financial market volatility. Given her past training and research experience, she has strong skills in quantitative modelling and programming in Matlab, SAS and Eviews.

Teaching Expertise
Corporate Finance; Derivatives and Risk Management; International Finance

Some ongoing collaborative research projects, to be named, would include “The allocation of informed traders in the option market: An analysis of the 2008 short-sale ban” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide) “Forecasting the smile dynamics” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide) “Effectiveness of electricity futures hedging using temperature forecasts” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide) and Associate Professor Richard Gerlach (Uni of Sydney)


  • Doctor of Philosophy, University of Adelaide
  • Bachelor of Finance (Honours), University of Adelaide
  • Bachelor of Finance, University of Adelaide


  • Corporate Finance
  • Derivatives and Risk Management
  • Financial modelling
  • International Finance
  • Market microstructure
  • Option pricing
  • Volatility forecasting


  • Vietnamese (Fluent)

Fields of Research

Code Description Percentage
150299 Banking, Finance and Investment not elsewhere classified 100

Professional Experience

UON Appointment

Title Organisation / Department
Lecturer University of Newcastle
Newcastle Business School



Year Award
2005 Adelaide International Achiever Scholarship
The University of Adelaide


Year Award
2012 Dean's Commendation for Doctoral Thesis Excellence
The University of Adelaide
2009 Adelaide Graduate Scholarship

Grants and Funding


Number of grants 1
Total funding $5,000

Click on a grant title below to expand the full details for that specific grant.

20131 grants / $5,000

Examining the spilover of liquidity between the stock and option markets$5,000

Funding body: University of Newcastle

Funding body University of Newcastle
Project Team Doctor Van Le
Scheme New Staff Grant
Role Lead
Funding Start 2013
Funding Finish 2013
GNo G1300593
Type Of Funding Internal
Category INTE

Dr Van Le


Newcastle Business School
Faculty of Business and Law

Contact Details

Email van.le@newcastle.edu.au
Phone (02) 4921 8798


Room X-635
Building NeW Space
Location City Campus