Emeritus Professor Carl Chiarella
Professor of Quantitative Finance, School of Finance and Economics
BSc(Hons), MSc (Syd), MCom(Hons), PhD (UNSW), Emeritus Professor (UTS)
Email: Carl.Chiarella@uts.edu.au
Phone: +61 2 9514 7719
Fax: +61 2 9514 7722
Room: CM05D.03.31 (map)
Mailing address: PO Box 123,
Broadway NSW 2007,
Australia
Biography
Carl completed a BSc (Hons) and MSc in applied mathematics at the University of Sydney and then a PhD in applied mathematics at the University of New South Wales in 1969 for a thesis on nuclear reactor theory.
After two years as a post-doctoral fellow at the Centre de Calcul Automatique at the University of Nancy in France, Carl joined the School of Mathematical Science at the University of Technology, Sydney in 1971 as a lecturer.
He completed the MCom (Hons) in economics at the University of New South Wales and took out a PhD in economics in 1987 from the same University for a thesis in economic dynamics. He joined the School of Banking and Finance at the University of New South Wales in 1986 as a senior lecturer and was appointed Associate Professor in 1988. He took up the position of Professor of Finance at the University of Technology, Sydney in 1989, a position from which he retired early in 2004 as an Emeritus Professor. He returned to the School as a Professor of Quantitative Finance in mid-2005.
Carl has held visiting appointments at a number of universities including University of Kyoto, Nanyang Technological University, Hitotsubashi University, Tokyo Metropolitan University, University of Bielefeld and University of Urbino.
He is the author of over 150 research articles in international and national journals and edited volumes and the author/coauthor of 5 books. Carl is a Co-Editor of the Journal of Economic Dynamics and Control and Associate Editor of Journal of Economic Behavior and Organization, Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics and European Journal of Finance.
Peter Lang Series on Dynamic Economic Theory
SND Package Download
Teaching Areas
Derivative Securities, Finance Theory, Portfolio Analysis, Current Issues in Finance and Advanced Macroeconomics.
Research
Research interests
Derivative securities pricing, term structure of interest rates, quantitative finance techniques, disequilibrium macroeconomics, asset pricing theory and empirics.
Research supervision: Yes
Postgraduate research degree students supervised:
Nicole Huang
Samuel Chege Maina
Steve Stone
Jonathan Ziveyi
