About
Hamish Malloch is a Senior Lecturer at the University of Sydney's Department of Finance. He holds a PhD from the University of Sydney (2011) and has been affiliated with the Sydney Nano Institute. His research focuses on quantitative finance, including derivative valuation models, asset allocation, and empirical financial analysis. He teaches advanced finance courses such as FINC6000 Quantitative Finance and FINC6009 Portfolio Theory. His recent work explores market risk premiums, AI-driven equity analysis, and pandemic-era stock valuation using option-based methods. Malloch has contributed to prestigious journals like Quantitative Finance and the Journal of Banking & Finance.
Research interests include theoretical and applied aspects of financial derivatives, with emphasis on options pricing and market dynamics. His publications analyze topics ranging from Bitcoin expected returns to Co-Movement Risk Premiums. A 2014 grant explored liquidity demanders in financial markets. Media features include a Financial Review article on AI stock analysis co-authored with Jason Ming and Joakim Westerholm.
