Quantitative Finance Research

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

Members of the Quantitative Finance Research Centre

Student research opportunities in Quantitative Finance Research

Better investing

Case Study

As the population ages, getting the best returns out of superannuation is of vital importance not just to the "baby boomer" generation, but to the whole community. Research conducted by Professor Ron Bird of the QFRC has already produced economic benefits in the form of more efficient pricing in the capital markets, which is better for asset managers and their clients and for the future economy.