The Centre for Financial Mathematics at UOW aims to develop cutting edge research in quantitative finance. We promote the transfer of skills, knowledge and ideas through our research, teaching, HDR supervision and collaboration with industry practitioners.
Research Areas
- Analytical and numerical pricing of financial derivatives
- Calibration of interest rate models
- Implied volatility estimation
- Macroeconomic readjustment and carbon credit pricing
- Portfolio selection and optimisation
Members
- (Director)
Associate members
- Dr Alex Badran, Co-founder, Spriggy, Sydney
- Dr Boda Kang, Quantitative Tester, Lacima Group, Sydney
Seminar Convenor
-
Dr Chi Chung Siu