Our Research focuses on Financial Mathematics, Interdisciplinary Research and Digitalization of the Banking Sector.
Financial Mathematics is a very active area of development for applied mathematics, in terms of research and education. The Centre’s scientific orientation towards investment management, the high priority given to industry relevant research, and the partnership with BNP Paribas, gives us a unique positioning in the current area of academic Financial Mathematics. The Centre’s research contributes to a better general understanding of the mathematical approach to quantitative investment management, a topic with a significant social importance. The development of financial mathematics concerning the theory of derivatives pricing has been massive over the last decades with countless publications, books, and nowadays many dedicated academic journals.
The Centre will engage in more interdisciplinary research. One of these areas in particular, is a quantitative study of Sustainable Investment Policies, i.e. investment policies that consider Environmental Societal Governance (ESG) criteria and not only returns. In this regard, the Centre also has a vocation to develop towards a more interdisciplinary research environment, combining with Monash’s already existing strength in the area of sustainability (e.g. Monash Sustainable Development Institute (MSDI), ClimateWorks). This focus on sustainable investment receives full support from our partner BNPP, who are one of the leading pioneers in this direction.
Digitalization of the Banking Sector
Another area of interest is the digitalization of the Banking Sector, and the broad use of Blockchain/Bitcoin-like technologies, where banks are seeking expert advice and trained graduates to understand the drastic changes the industry is currently facing.