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ProfErik Schlogl

Professor

Discipline of Mathematical Sciences

Orcid identifier0000-0001-8898-6879 (opens in a new tab)⁠
  • Professor
    Discipline of Mathematical Sciences
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FUNDED RESEARCH

Derivative securities pricing, term structure of interest rates, quantitative finance techniques, credit risk modelling, computational finance.

FUNDED RESEARCH

  • CONSULTING
    EO - Novus Capital Limited v Talbot Risk Service Pte Limited I NDS264/2018
    Kennedys Lawyers9 May 2018 - 18 Jul 2019
    People funded by this grant:
    • Schlogl E
    Kennedys Partnership Fund - (01-0698)
  • SCHOLARSHIP
    Commonwealth Bank of Australia Scholarship Pilot
    Commonwealth Bank of Australia18 Jan 2016 - 18 Apr 2016
    People funded by this grant:
    • Schlogl E
    Commonwealth Bank Consultancy Fund
  • GRANT
    A New Theoretical Approach to Pension Fund Economics, Asset Management and Insurance - DP130104074
    Australian Research Council1 Jan 2013 - 30 Sep 2016
    People funded by this grant:
    ARC Discovery Projects - (DP130104074) quantitative finance,funding annuities,pension-fund economics
  • CONTRACT RESEARCH
    Credit Risk Modelling - Student: Anthony Tooman
    Commonwealth Scientific and Industrial Research Organisation16 Jul 2012 - 16 Jan 2017
    People funded by this grant:
    • Schlogl E
    Commonwealth Scientific & Industrial Research Organisation
  • GRANT
    Examining Cyclical Risks in Real Estate Markets
    University of Technology Sydney1 Jul 2011 - 30 Jun 2013
    People funded by this grant:
    • Melser D,
    • Schlogl E
    UTS Partnership Grants - (UTSPG10R2)
  • GRANT
    Pricing and Hedging Extreme Maturity Contracts
    Australian Research Council1 Feb 2008 - 30 Jun 2012
    People funded by this grant:
    ARC Discovery Projects - (DP0878155) extreme maturity contracts, superannuation, benchmark approach, capital guaranteed investment, growth optimal portfolio, derivative pricing and hedging,
  • INTERNALLY FUNDED PROJECT
    UTS Research Strength: Quantitative Finance Research Centre
    University of Technology Sydney1 Nov 2007 - 31 Dec 2008
    People funded by this grant:
    • Schlogl E
    UTS Research Strength Funding
  • GRANT
    Quantitative Research in Finance (anonymous donation)
    University of Technology Sydney24 Apr 2007 - 27 Jun 2015
    People funded by this grant:
    • Schlogl E
    UTS Faculty of Business (Anonymous Donor)
  • GRANT
    Implied distributions and implied asset dynamics: Calibration and visualisation of models on market data
    Australian Research Council30 Nov 2005 - 31 Dec 2010
    People funded by this grant:
    • Schlogl E,
    • Hall A,
    • Morgan T
    ARC Linkage Projects - (LP0562616R2) Foreign exchange, Interest rates, Risk management, Options, Calibration, Data visualisation,
  • GRANT
    Implied distributions and implied asset dynamics: Calibration and visualisation of models on market data (opens in a new tab)⁠
    Australian Research Council30 Nov 2005 - 30 Jun 2009
    People funded by this grant:
    • Schlogl E,
    • Hall A
    MORELEARN MORE (opens in a new tab)
  • GRANT
    An Integrated Approach to Credit Risk Management and the Valuation of Credit Derivatives
    Australian Research Council22 Mar 2005 - 31 Mar 2008
    People funded by this grant:
    • Schlogl E,
    • Le D,
    • Peng T
    ARC Linkage Projects - (LP0455464R2) Credit risk, Risk management, Credit derivatives, Incomplete markets, Calibration, Hedging,
  • GRANT
    An Integrated Approach to Credit Risk Management and the Valuation of Credit Derivatives (opens in a new tab)⁠
    Australian Research Council22 Mar 2005 - 31 Mar 2008
    People funded by this grant:
    • Schlogl E,
    • Le D
    MORELEARN MORE (opens in a new tab)
  • GRANT
    A New Integrated Approach to Managing Risk in Financial Markets
    Australian Research Council10 Feb 2005 - 30 Aug 2008
    People funded by this grant:
    ARC Discovery Projects - (DP0559879) Integrated risk management, Financial mathematics, Financial market modelling, Incomplete markets, Long term derivative pricing, Stochastic differential equations,
  • GRANT
    A New Approach to Managing Risk in Financial Markets
    University of Technology Sydney1 Jan 2004 - 31 Dec 2005
    People funded by this grant:
    UTS Incentive Research Grants starting pre 2001 - (UTSINCENT) Risk management Stochastic differential equations Incomplete markets Valuation Hedging Calibration
  • GRANT
    Modelling of financial instruments with Levy processes: theory, implementation and robustness
    University of Technology Sydney1 Jan 2003 - 31 Dec 2003
    People funded by this grant:
    UTS Incentive Research Grants starting pre 2001 - (UTSINCENT) Mathematical finance Option pricing Risk management Robustness Computational modelling Term structure