Quantitative Risk Management

Introduction

Quantitative Risk Management combines our activities in a number of areas including:

• Financial Risk, covering options pricing and risk management for the finance industry. This includes unique analytical tools and solutions for the finance industry.

• Optimisation for Air Transport Management, which is concerned with the modelling of risk in air space.

We also work in the area of environmental risk, and the new group will have close links with  Environmental Monitoring and Risk Assessment.

Case Studies

We have been working on a number of recent industry-based projects.

Core capabilities

The QRM team has core capabilities that range across applied mathematics, operations research, stochastic modelling, statistical methods and software engineering. There are currently 12 staff who are involved in the stream. This enables the stream to undertake research and provide client services across a broad front.

To top

last updated July 21, 2011 04:48 PM
Peter.Saunders@csiro.au