Research areas by members
- Ron Bird
- Carl Chiarella
- Mark Craddock
- Nadima El-Hassan
- Tony He
- Otto Konstandatos
- David Michayluk
- Christina Nikitopoulos - Sklibosios
- Alex Novikov
- Eckhard Platen
- Erik Schlögl
- Harry Scheule
- Susan Thorp
- 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
- Derivative securities pricing
- Term structure of interest rates
- Quantitative finance techniques
- Disequilibrium macroeconomics
- Asset pricing theory and empirics
- 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
- Pricing and hedging of complex derivatives
- Term structure modeling, risk management
- Portfolio attribution analysis
- A new paradigm of financial market behaviour-agents based modelling
- 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
- 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
- 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
- Financial mathematics
- Quantitative methods in finance
- Stochastic differential equations and stochastic numerics
- 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
- Life-cycle portfolio choice
- Pension finance
- Decentralised portfolio management
- International investment
