The Quantitative Finance Research group at UTS coordinates and develops major research programs in to address the problems in financial risk measurement and management. The group contributes to the advanced Master of Quantitative Finance degree and provides independent high quality policy advice to industry, professional development short courses, contract research and consultancy services.
The group focuses on financial risk management and the associated quantitative methods. Areas of particular interest include:
- simulation techniques in finance
- financial optimisation
- credit risk
- financial econometrics
- market design issues