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Winston S. Buckley

Associate Professor, Mathematical Sciences
Ph.D., Florida Atlantic University, 2009
MS, Florida Atlantic University, 2007
MPhil, Jamaica, West Indies, 1986
BSc (Special Honors), Summa cum Laude (First Class), Jamaica, West Indies, 1984
wbuckley@bentley.edu
Department Phone: 781.891._2916
                       


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Bio

Dr. Buckley has been teaching actuarial and mathematical sciences for over 30 years in Jamaica and the USA. He earned a PhD in financial mathematics from Florida Atlantic University in 2009 and was a Fulbright Scholar at University of North Carolina at Chapel Hill and a British Foreign Office Scholar at CASS Business School, City University, London.

Teaching Interests

analysis, calculus, actuarial science, probability theory, mathematical statistics

Research Interests

financial mathematics, finance, actuarial science, operational research, mathematical statistics, Fermat's Last Theorem

Awards and Honors

2018, Outstanding Reviewer Award, European Journal of Operational Research
2017, Bentley Summer Grant, Bentley University
2016, Bentley Summer Grant, Bentley University
2015, Bentley Summer Grant, Bentley University
2008, Leanne & Spyros Magliveras Graduate Fellowship, Florida Atlantic University
2005, Graduate Teaching Assistanship, Florida Atlantic University
2005, L.A.C.C.E.I. Scholar, Florida Atlantic University /L.A.C.C.E.I.
1988, British Foreign Office Scholar, British High Commission, UK
1985, Fulbright Scholar, Institute of International Education, USA
1984, Alcan (Jamaica) Scholar, Alcan

Publications

Journal Article(s)
Buckley, W. S., Perera, S. (2018). Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy. Annals of Finance.

Perera, S., Buckley, W., Long, H. (2018). Market adjusted optimal central bank intervention policy in a Forex market with jumps. Annals of Operations Research, 262, 213-238.

Buckley, I., Buckley, W. (2017). Teaching Software Testing using Data Structures. International Journal of Advanced Computer Science and Applications, 8 (4), 1 - 4.

Perera, S., Buckley, W. S. (2017). On the existence and uniqueness of the optimal central bank intervention policy in a Forex market with jumps. Journal of Operation Research Society, 68 (8), 877-885.

Buckley, W. S., Long, H., Marshall, M. (2016). Numerical approximations of optimal portfolios in mispriced asymmetric Levy markets. European Journal of Operational Research, 252 (2), 676-686.

Buckley, W. S., Brown, G. O. (2016). An application of MCMC to continuous-type IBNYR events. Annals of Actuarial Science, 10 (02), 270-284.

Buckley, W. S. (2015). The long-run excess optimal power utility of an informed investor and its approximation. International Journal Of Operational Research, 23 (2), 131-144.

Buckley, W. S., Long, H., Perera, S. (2015). The link between asymmetric and symmetric optimal portfolios in Fads models. Mathematical Finance Latters, 2015 (ID 6).

Buckley, W. S., Brown, G. O. (2015). Experience rating with Poisson mixtures. Annals of Actuarial Science, 9 (2), 304-321.

Buckley, W. S., Long, H. (2015). A discontinuous mispricing model under asymmetric information. European Journal of Operational Research, 243 (3), 944-955.

Buckley, W. S., Long, H., Perera, S. (2014). A jump model for fads in asset prices under asymmetric information. European Journal of Operational Research, 236 (1), 200-208.

Buckley, W. S., Harris, O., Perera, S. (2013). On the sensitivity of Black CAPM to the market portfolio. Journal of Risk and Decision Analysis, 4 (3), 177-189.

Buckley, W. S., Brown, G. O. (2013). Discrimination for two-way models with insurance applications. Journal of Risk and Decision Analysis, 4 (4), 267-290.

Buckley, W. S. (2013). Combinatorial identities derived from the Kou jump diffusion model. Missouri Journal of Mathematical Sciences, 25 (1), 37-47.

Buckley, W. S. (2012). A note on the area and volume of right-angled triangles with integer sides. Notes on Number Theory and Discrete Mathematics, 18 (1), 6-8.

Buckley, W. S., Brown, G., Marshall, M. (2012). A mispricing model of stocks under asymmetric information. European Journal of Operational Research, 221 (3), 584-592.

Buckley, W. S., Glegg, C., Harris, O. (2010). When does diversification add value: Evidence of corporate governance and abnormal long-term stock performance. Journal of Corporate Ownership and Control, 7 (3), 325-342.

Conference Presentations

Buckley, W. S. (2017). "Numerical approximation of optimal portfolios in mispriced Levy markets." Presented at the Georgia State University's The 52nd Actuarial Research Conference, Atlanta.

Buckley, W. S. (2017). "2017 Actuarial Teaching Conference." Presented at the Society of Actuaries's Actuarial Teaching Conference, Pittsburgh, PA.

Buckley, W. S. (2017). Presented at the Volatility Institute, NYU, Stern's Derivatives and Volatility: The State of teh Art, New York.

Buckley, W. S. (2017). "Numerical approximation of optimal portfolios in mispriced Levy markets." Presented at the SUNY-Farmindale's The 2nd Biennial Conference on Financial Mathematics, Farmingdale, New York.

Buckley, W. S. (2016). Presented at the University of Havana's The 12th International Conference on Approximation and Optimization, Havana, Cuba.

Service

Department Service
Committee Member for PhD Committee, 2018 - Present
Mentor (Student) for LSM, 2016 - Present
Committee Member for Search Commitee, 2016 - Present
Committee Member for Research Committee, 2014 - Present

University Service
Committee Member for Bentley Research Council, 2016 - Present

Professional Service
Reviewer, Journal Article for European Journal of Operational Research, 2016 - Present
Reviewer, Journal Article for SpringerPLUS, 2016 - Present
Reviewer, Journal Article for European Journal of Operation Research, 2015 - Present

Public Service
Discussant for International Association of Black Actuaries - 2016