The Quantitative Finance Research Centre (QFRC) undertakes internationally competitive theoretical and applied research in quantitative finance. Our research is focused on finding creative solutions for risk management problems.

Emeritus Professor Ron Bird

• The Case for Market Inefficiency and the Consequential Regulatory Implications
• Explaining the Post-Announcement Drift
• A Global Study of Analysts' Recommendations
• International Evidence on the Value/Momentum Cycle
• Investor reaction to out of favour stocks

Professor Carl Chiarella

• Computational Methods in Finance
• Term Structure Modelling
• Financial Market Dynamics

Professor Tony Hall

• Market Failure: A Comparative Assessment of the Costs and Benefits of Trade Interruption
• Market Microstructure
• Risk Management in Electricity Markets
  

Professor Alexander Novikov

• Stochastic Calculus in Finance
• Jump-diffusion Models
• Risky Investments in Insurance Business

Professor Eckhard Platen

• Financial Market Modelling
• Numerical Methods in Finance
• Integrated Risk Management

Associate Professor Erik Schlögl

• Credit Risk Modelling
• Integrating FX
• Interest Rate Risk