University of Technology, Sydney

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Visitor program

If you are interested in visiting the Quantitative Finance Research Centre then you should contact Professor Erik Schlogl.

2009

Wolfgang Breymann

Applied Zurich University of Winterhur, Switzerland

Date: 15 Jul 2009 to 18 Jul 2009

Gerald (Hock Lye) Cheang

Nanyang Technological University, Singapore

Date: 20 Feb 2009 to 25 Feb 2009

2007

Hayette Gatfaoui

Rouen Graduate School of Management, France

Date: 20 Jul 2007 to 19 Aug 2007

Vincenzo Merella

University of London, UK

Date: 19 Jul 2007 to 21 Aug 2007

Gerald Cheang

Nanyang Technological University, Singapore

Date: 02 Apr 2007 to 05 Apr 2007

Volker Böhm

Bielefeld University, Germany

Date: 26 Feb 2007 to 29 Apr 2007

Adrian Pagan

Queensland University of Technology

Date: 15 Jan 2007 to 30 Apr 2007

2005

Wolfgang Runggaldier

University of Padova, Italy
Research interests: Stochastical Dynamical Systems, in particular filtering and Stochastical Control; Stochastic methods for the applications, in particular Finance.

Date: 21 Nov 2005 to 09 Jan 2006

Ernst Eberlein

University of Freiburg, Germany
Research interests: Realistic Modelling of financial markets; maret and credit risk management; Pricing and hedging of derivative products; Statistical analysis of financial data; Application of Levy processes in finance.

Date: 01 Nov 2005 to 16 Jan 2006

Thomas Lux

University of Kiel, Germany

Date: 25 Oct 2005 to 22 Dec 2005

Nikolaus Hautsch

University of Copenhagen, Denmark
Research interests: Empirical Finance: Market Micro-structure, Volatility Modelling. Econometrics: Linear and nonlinear time series models, multivariate point processes, dynamic duration and intensity models

Date: 22 Sep 2005 to 03 Nov 2005

Francesco Momente

Universita L. Bocconi, Milano, Italy
Research interests: Corporate Finance

Date: 11 Jul 2005 to 12 Sep 2005

Professor Benton Gup

University of Alabama, USA
Research interests: Banking and financial management

Date: 11 Jul 2005 to 19 Jul 2005

Alessandro Sansone

University of Rome La Sapienza, Italy

Date: 01 Jul 2005 to 15 Dec 2005

Francesca Pancotto

S. Anna School of Advanced Studies, Pisa, Italy
Research interests: Dynamics of financial markets, monetary and international economics

Date: 01 Jul 2005 to 23 Dec 2005

Stephen Satchell

Trinity College Cambridge, UK
Research interests: Econometrics, finance, risk measurement, utility theory

Date: 01 Jul 2005 to 30 Aug 2005

Professor Graham Elliott

University of California, San Diego
Research interests: Econometrics, international finance

Date: 15 Jun 2005 to 12 Jul 2005

Rickard Sandberg

Stockholm School of Economics, Sweden
Research interests: Volatility modelling, option pricing, nonlinear time series, nonlinear panel methods, unit roots

Date: 15 Jun 2005 to 15 Jul 2005

Cornelis (Cees) Diks

University of Amsterdam

Date: 28 Mar 2005 to 17 Apr 2005

Anatoli Tsirlin

Russian Academy of Science

Date: 14 Mar 2005 to 15 Apr 2005

Michael Kopel

University of Technology Vienna, Austria
Research interests: Information economics and principal-agent theory, theory of the firm, economics of strategy/industrial organization/innovation and incentive issues, adaptive learning and equilibrium selection in dynamic games, nonlinear dynamical systems and economic dynamics

Date: 06 Feb 2005 to 23 Feb 2005

Timo Terasvirta

Stockholm School of Economics, Sweden
Research interests: Nonlinear time series models, financial econometrics

Date: 22 Jan 2005 to 01 May 2005

Mark Salmon

University of Warwick, UK
Research interests: Financial econometrics, behavioural finance, international macroeconomics

Date: 17 Jan 2005 to 25 Mar 2005

Annastiina Silvennoinen

Stockholm School of Economics, Sweden

Date: 13 Jan 2005 to 31 Jul 2005

Mika Meitz

Stockholm School of Economics, Sweden

Date: 13 Jan 2005 to 31 Jul 2005

Raja Junankar

University of Western Sydney, Australia
Research interests: Labour economics, unemployment, long term unemployment, experimental economics, immigration, investment

Date: 10 Jan 2005 to 31 Mar 2005

Ferenc Szidarovszky

University of Arizona, USA
Research interests: Numerical methods, game theory, systems theory, dynamical economic systems, multiobjective programming, modeling industrial processes and natural resources

Date: 05 Jan 2005 to 01 May 2005

Morten Christensen

University of Southern Denmark, Denmark

Date: 05 Jan 2005 to 13 Feb 2005

Mahmoud Hamada

Energy Australia

Date: 01 Jan 2005 to 31 Dec 2005

2004

Thomas McWalter

University of Witwatersrand, South Africa

Date: 13 Dec 2004 to 31 Jan 2005

Joel Horowitz

Charles E. and Emma H. Morrison Professor, Department of Economics, Northwestern University, USA

Date: 23 Nov 2004 to 26 Nov 2004

Franz Wirl

University of Vienna, Austria
Research interests: Energy and environmental economics, industrial management, dynamic games, principal-agent-relationships, real options

Date: 01 Sep 2004

Peter Flaschel

University of Bielefeld, Germany
Research interests: Disequilibrium macrodynamics, open economy macrodynamics, real-financial interaction on the macro-level, nonlinear macro- and microdynamical systems, high order (integrated) economic dynamical models, structural macroeconomic model building, numerical analysis of macrodynamic systems

Date: 01 Sep 2004 to 31 Oct 2004

Alessandro Sansone

University of Rome "La Sapienza", Italy

Date: 01 Aug 2004 to 31 Dec 2004

Simone Giansante

National Research Council, Rome

Date: 01 Aug 2004

Volker Bohm

University of Bielefeld
Research interests: General equilibrium theory, welfare economics, imperfect competition, macroeconomics, unemployment, inflation, growth, business cycles, random economic dynamical systems, financial markets

Date: 01 Aug 2004 to 31 Oct 2004

Steve Satchell

University of Cambridge, United Kingdom
Research interests: Theoretical and empirical problems in econometrics, finance, risk measurement and utility theory

Date: 05 Jul 2004 to 20 Aug 2004

Graham Elliott

University of California, San Diego
Research interests: Econometrics, forecasting, international finance

Date: 01 Jul 2004 to 23 Jul 2004

John Knight

University of Western Ontario, Canada
Research interests: Financial econometrics

Date: 30 Jun 2004 to 05 Aug 2004

Tom Hurd

Director PhiMAC, Financial Mathematics Laboratory, McMaster University, Canada
Research interests: Financial mathematics

Date: 24 Jun 2004 to 02 Jul 2004

Pierre Siklos

Wilfrid Laurier University, Canada
Research interests: Applied econometrics, monetary economics, international finance

Date: 23 Jun 2004 to 02 Jul 2004

Alberto Dell'Acqua

Bocconi University Milan, Italy
Research interests: Entrepreneurial finance, coroporate valuation, financing innovation

Date: 14 Jun 2004 to 06 Sep 2004

Russ Wermers

University of Maryland, USA
Research interests: Studies of mutual fund performance measurement, the impact of mutual fund performance measurement, the impact of mutual funds on stock markets, and empirical tests of the efficiency of stock markets

Date: 10 Jun 2004 to 18 Jun 2004

Yury Kutoyants

University of Maine, France
Research interests: Stochastic processes

Date: 18 Apr 2004 to 30 Apr 2004

Andrew Patton

London School of Economics, UK
Research interests: Financial econometrics, forecasting, volatility and dependence modelling, copulas, portfolio decisions

Date: 05 Apr 2004 to 22 Apr 2004

Frederic Bonnet

University of Adelaide, Australia

Research interests: Applications of quantum field theory to financial markets, path integrals

Date: 05 Apr 2004 to 08 Apr 2004

Richard Pettway

University of Missouri-Columbia, USA

Date: 01 Mar 2004 to 30 Apr 2004

Charles Corrado

Massey University, New Zealand

Date: 23 Feb 2004 to 31 Dec 2004

Chih-Ying Hsiao

University Bielefeld, Germany

Date: 23 Feb 2004 to 22 Mar 2004

Hayette Gatfaoui

Universite de Paris I (Pantheon-Sorbonne), France
Research interests: Default risk in financial assets' valuation, credit risk

Date: 15 Jan 2004 to 15 Apr 2004

Jeff Dewynne

The Oxford Centre for Industrial and Applied Mathematics, UK

Mahmoud Hamada

Energy Australia, Australia

Martin Jacobsen

University of Copenhagen, Denmark

Wolfgang Schmidt

Business School for Banking and Finance (HfB), Germany