Postgraduate finance research supervisors

Staff available for postgraduate supervisors in finance and their areas of expertise.

Dirk Baur

Modelling and estimation of dependence, financial crises, financial contagion and the role of gold in the global financial system..

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

Lorenzo Casavecchia

Investment management industry, financial analysts, and empirical corporate finance.

Carl Chiarella

Derivative securities pricing, term structure of interest rates, quantitative finance techniques, disequilibrium macroeconomics, asset pricing theory and empirics.

Kristoffer Glover

Optimal stopping and free-boundary problems applied to finance and economics, derivative pricing in illiquid markets, bounded rationality and behavioural finance and general computational finance.

Susanne Griebsch

Stochastic volatility modelling, exotic options, numerical methods in finance.

Tony Hall

Applied financial econometrics, interest rate modelling, time series methods in econometrics and statistical inference in econometrics.

Gerhard Hambusch

Banking regulation, investment under uncertainty, real options and ethics in finance.

Tony He

Financial market dynamics, heterogeneous expectations and learning, technical and fundamental trading rules, nonlinear dynamics and chaos, bounded rationality, behavior finance and asset pricing.

Hardy Hulley

Probability theory and stochastic calculus, optimal stopping, stochastic finance, investment management.

Otto Konstandatos

Pricing of derivatives securities, term-structure modelling, the application of symmetry group methods in mathematical finance, and the pricing of derivatives under alternative asset-price dynamics.

Adrian Lee

Asset pricing, individual investors, funds management, real estate and market microstructure.

David Michayluk

Market microstructure, corporate finance, stock market liquidity measurement, bid-ask spread decomposition, trading rules, microstructure aspects of accounting and real estate.

Marco Navone

Mutual funds and empirical corporate finance.

Pascal Nguyen

Corporate governance, mergers and acquisitions (M&As), corporate risk taking, portfolio strategies, asset pricing models, financial risk management and theory of contracts.

Christina Nikitopoulos Sklibosios

Derivative securities pricing, term structure of interest rates, credit risk modelling, pricing and hedging of commodity derivatives.

Eckhard Platen

Numerical methods in finance, financial market modelling, asset pricing theory, estimation of discretely observed financial markets and stochastic differential equations.

Harry Scheule

Erik Schlögl

Derivative securities pricing, term structure of interest rates, quantitative finance techniques, credit risk modelling, computational finance.

Susan Thorp

Pension finance, life-cycle models, applied financial econometrics.

Terry Walter

Empirical tests of finance theory as it relates to the behaviour of capital markets; market microstructure, takeovers and mergers and initial public offers, anomalies in empirical capital market evidence, behavioural finance, performance of mutual funds.

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