Melbourne Derivatives Research Group (MDRG)
We are renowned for derivatives research in Australia, particularly in the areas of theoretical valuation, empirical validation and regulation. Th MDRG has been created to enhance our research efforts in the derivatives field. It is funded in equal parts by the Faculty of Economics and Commerce and the Department of Finance, and is located within the Department of Finance.
Objectives
- To apply for external (ARC and industry/linkage) research project funding
- To establish participation in ARC applications
- To increase the number of publications in (inter)national refereed journals
- To increase the number of publications in national practitioner journals
- To contribute to media and public debate on derivatives related issues
- To facilitate and enhance the training and supervision of research students
- To offer a post-doctoral fellowship to an (inter)national PhD
- To host prestigious international visitors for short periods
- To enhance (inter)national research linkages
- To organise an international academic derivatives conference
- To organise an annual derivatives workshop
- To provide advisory services to financial institutions and derivatives exchanges
Further information