Financial Mathematics

Financial Mathematics

Payoff Graph


  • Analytical and numerical pricing of financial derivatives
  • Macroeconomic readjustment and carbon credit pricing
  • Calibration of interest rate models
  • Implied volatility estimation

The Operator Algebras research seminar has been running once weekly since 2011. The 180 talks in the series so far have included over 50 talks by international research visitors and 20 more by researchers from other Australian universities.

Last reviewed: 22 June, 2015