Financial Mathematics

Centre for Financial Mathematics

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

Degree programs

  • Master of Financial Mathematics
  • Bachelor of Mathematics and Finance (Dean’s Scholar)
  • Bachelor of Mathematics and Finance (Honours) 

Members

  • Dr. Xiaoping Lu (Director)
  • A/Prof. Joanna Goard
  • Dr. Xinjiang He
  • Dr. Guiyan Ma
  • Dr. Chayne Planiden
  • Dr. Marianito Rodrigo
  • Dr. Chi Chung Siu
  • Dr. Ben Whale
  • Prof. Song-Ping Zhu 

Associate members

  • Dr. Alex Badran, Co-founder, Spriggy, Sydney
  • Dr. Boda Kang, Quantitative Tester, Lacima Group, Sydney

Seminar Convenor

  • Dr. Chi Chung Siu
Last reviewed: 11 December, 2018