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Quantitative Finance Research Centre

The Quantitative Finance Research Centre (QFRC) encompasses the largest and pre-eminent concentration of research strength in quantitative finance in Australia, and is recognised as one of the leading centres for this discipline in the Asia-Pacific region.
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

In line with the Federal Government's aim for Sydney to become a major international finance centre, the Quantitative Finance Research Centre performs internationally competitive research and translates breakthroughs into ideas that can be implemented in the local and global finance industry.

The Quantitative Finance Research Centre is a joint initiative of the School of Finance and Economics and the Department of Mathematical Sciences.

Find out more about us through the Quantitative Finance Research Centre membership list.

Details of the upcoming Quantitative Methods in Finance Conference (QMF 2016) in December. Click here to download the latest poster.




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