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- Home
- Our school
- Study with us
- Our research
-
Student life & resources
Postgraduate research
- Info for new students
- Current research students
- Postgraduate conference
- Postgraduate events
- Postgraduate student awards
- Michael Tallis PhD Research Travel Award
- Information about research theses
- Past research students
- Resources
- Entry requirements
- PhD projects
- Obtaining funding
- Application & fee information
Student services
- Help for postgraduate students
- Thesis guidelines
- School assessment policies
- Computing information
- Mathematics Drop-in Centre
- Consultation
- Statistics Consultation Service
- Academic advice
- Enrolment variation
- Changing tutorials
- Illness or misadventure
- Application form for existing casual tutors
- ARC grants Head of School sign off
- Computing facilities
- Choosing your major
- Engage with us
- News & events
- Contact
Finance and risk analysis
The Finance and Risk Analysis group develops innovative statistical methods for modelling financial risk.
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The Finance and Risk Analysis group develops innovative statistical methods for modelling financial risk.
Group members
Affiliated external group members
- Richard Gerlach - Professor, The University of Sydney Business School, University of Sydney.
- Ido Nevat - Team Leader, Data Analytics Expert, TUMCREATE.
- Gareth Peters, opens in a new window - Professor, Heriot Watt University.
- Pavel Shevchenko, opens in a new window - Professor, Department of Actuarial Studies and Business Analytics, Macquarie University.
Research interests
The research interests of the Finance and Risk Analysis group cover a number of different interrelated areas:
- Pricing and hedging of financial derivatives
- Stochastic implied volatility models
- Default risk modelling
- Modelling of credit migrations
- Valuation of credit derivatives
- Asset price dynamics
- Financial risk measurement
- Optimization models using Distributionally Robust Optimization