University of Technology, Sydney

Staff directory | Campus maps | Newsroom | What's on

Research areas by members

Ron Bird

  • The regulation of information markets
  • The efficiencies of capital and gambling markets
  • The implementation of synthetic option strategies.
  • Current interests are directed towards obtaining a better understanding of the difference in the behaviour of securities markets across all of the developed markets

Carl Chiarella

  • Derivative securities pricing
  • Term structure of interest rates
  • Quantitative finance techniques
  • Disequilibrium macroeconomics
  • Asset pricing theory and empirics

Mark Craddock

  • Lie symmetry methods for solving PDEs
  • Especially with regard to financial applications
  • Such as bond pricing and option pricing
  • Inverse problems in finance and numerical methods for pricing options

Nadima El-Hassan

  • Pricing and hedging of complex derivatives
  • Term structure modeling, risk management
  • Portfolio attribution analysis

Tony He

  • A new paradigm of financial market behaviour-agents based modelling

Otto Konstandatos

  • Barrier options
  • Double barrier options
  • Lookback options
  • Multi-dimensional rainbow exotics options
  • Term structure modelling
  • Symmetry group methods applied to partial differential equations (PDEs) arising in Mathematical Finance

David Michayluk

  • Market microstructure
  • Corporate finance
  • Investigations on related microstructure issues in the areas of accounting and real estate
  • Investigations on the definition
  • Characteristics and measurement of stock market liquidity

Christina Nikitopoulos - Sklibosios

  • Term structure and credit risk modeling

Alex Novikov

  • Optimisation and optimal control
  • Theory of the firm
  • Capital structure & dividend policy
  • Stochastic modeling
  • Mathematical finance and reliability
  • Nonparametric statistics
  • Statistics of random processes
  • Financial mathematics
  • Quantitative finance
  • Numerical methods for stochastic differential equations

Eckhard Platen

  • Financial mathematics
  • Quantitative methods in finance
  • Stochastic differential equations and stochastic numerics

Erik Schlögl

  • Credit risk modeling
  • Integrating FX, interest rate and other risks

Harald Scheule

  • Banking
  • Financial Risk Measurement and Management
  • Fixed Income Securities
  • Insurance
  • Prudential Regulation
  • Management of Financial Institutions
  • Structured Finance

Susan Thorp

  • Life-cycle portfolio choice
  • Pension finance
  • Decentralised portfolio management
  • International investment