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, Associate Professor in Finance

Core Members

Ron Bird, Associate Professor in Finance, UTS
Carl Chiarella, Professor of Finance, UTS
Tony Hall, Professor of Finance & Economics, UTS
Alexander Novikov, Professor of Probability, UTS
Eckhard Platen, Professor of Quantitative Finance, UTS

Research Associates

Boris Choy, Lecturer in Statistics
Mark Craddock, Lecturer in Mathematics
Nadima El-Hassan, Senior Lecturer in Finance
Tony He, Senior Lecturer in Finance
David Higgins , Senior Lecturer in Property
Chih-Ying Hsiao, Research Fellow
Hing Hung, Research Fellow
Otto Konstandatos, Associate Lecturer in Finance
Truc Le, Research Fellow
David Michayluk, Associate Professor in Finance
Phil Neame, Lecturer in Mathematical Sciences
Christina Nikitopolous, Associate Lecturer in Finance
Alan Tobin, Lecturer in Finance
Pat Wilson, Associate Professor in Finance and Economics
Yakov Zinder, Senior Lecturer in Mathematics

Research Students

Samson Assefa
Nicola Bruti Liberati
Lorenzo Casavecchia
David Chung
Hardy Hulley
Nicole Huang
Vladimir Kazakov
Fiona Larnach
Louis Mercorelli
Troy Morgan
David O'Toole
Tao Peng
Paul Spence

Industry Fellows

Les Clewlow, Director, Lacima Group
Mahmoud Hamada, Energy Australia
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)