Quantitative Finance Research Centre (QFRC) brings together researchers from the School of Finance & Economics and the Department of Mathematical Sciences at the University of Technology, Sydney, who have a significant profile in financial risk management and pricing.

Director

Erik Schlögl, Professor in Finance

Core Member

Ron Bird, Associate Professor in Finance, UTS
Carl Chiarella, Professor of Finance, UTS
Tony Hall, Professor of Finance & Economics, UTS
Tony He ,Senior Lecturer in Finance
David Michayluk, Professor in Finance
Christina Nikitopolous, Associate Lecturer in Finance
Alexander Novikov, Professor of Probability, UTS
Eckhard Platen, Professor of Quantitative Finance, UTS
Pat Wilson, Associate Professor in Finance and Economics

Associate Members

Boris Choy, Lecturer in Statistics
Mark Craddock, Lecturer in Mathematics
Nadima El-Hassan, Senior Lecturer in Finance 
Mikael Elhouar , Post Doctoral Research Fellow 
Austin Gerig , Post Doctoral Research Fellow                             
Kristoffer Glover , Post Doctoral Research Fellow 
Susanne Griebsch, Post Doctoral Research Fellow                                                                               
Zhi Jun Guo, Research Associate
Gerhard Hambusch, Post Doctoral Research Fellow
Hardy Hulley, Associate Lecturer
Chih-Ying Hsiao, Research Fellow
Nicole Huang, PhD Student
Otto Konstandatos, Associate Lecturer in Finance
David O'Toole, Lecturer
Kay Pilz, Senior Research Associate
Yakov Zinder, Senior Lecturer in Mathematics

Research Students

Samson Assefa
Lorenzo Casavecchia
Kim Ming Chan
Samuel Chege Maina
David Chung
Kevin Fergursson
Vladimir Kazakov
Du Ke
Fiona Larnach
Louis Mercorelli
Troy Morgan
Tao Peng
Lei Shi
Steve Stone
Paul Spence
Kiran Thapa
Liang Zhao
Jonathan Ziveyi

Industry Fellows

Les Clewlow, Director, Lacima Group
James McCulloch, AMP
Chris Strickland, Director, Lacima Group
Wilson Sy, Principal Researcher, Australian Prudential Regulation Authority
Andrew Ziogas, Integral Energy

International Network of Research Collaborators

University Bielefeld,Germany,  (Professors Volker Boehm and Peter Flaschel)
University of Alberta, Canada, (Professor Robert Elliott)
Humboldt-University of Berlin, (Germany, (Professors Wolfgang Haerdle and Uwe Kuechler)
University of Erlangen,(Germany   Professsor Norbert Hofmann)
University of Padova, Italy, (Professor Wolfgang Runggaldier)
Technical University of Berlin, Germany, (Professor Martin Schweizer)
University of Copenhagen, Denmark, (Professor Michael Soerensen, Dr Nikolaus Hautsh)
University of Melbourne, Victoria (Professor Paul Kofman)
University of Amsterdam (Professors Cars Hommes, Cornelis Diks and Jan Tuinstra)
University of Kiel (Professor Thomas Lux)
City University, London (Professor Giulia Iori)
University of Urbino (Professors Gian-Italo Bischi and Laura Gardini)
University of Bologna (Professor Roberto Dieci)
University of Kyoto (Professor Masaaki Kijima)
University of Cambridge (Dr Steve Satchell)
University of Warwick (Professor Mark Salmon)