Erik Schlogl

Erik Schlogl is a Professor in the School of Mathematical and Physical Sciences at the University of Technology Sydney (UTS), Australia, with a focus on Financial Mathematics and Quantitative Finance. He previously held academic appointments at UTS Business School and the School of Finance and Economics at UTS, as well as the School of Mathematics at UNSW Australia and the University of Bonn, Germany.

He received a Doctorate in Economics from the University of Bonn, Germany (1992–1997), specializing in term structure models and the pricing of fixed income derivatives. His research spans quantitative finance, including model calibration, interest rate term structure modeling, credit risk, and the integration of multiple sources of risk. He has published in journals such as Finance and Stochastics, Quantitative Finance, Risk, and Journal of Economic Dynamics and Control.

Erik's recent work includes a 2021 publication in Risks on parameter learning and change detection using a particle filter incorporating genetic algorithms. This aligns with his expertise in computational financial engineering and practical implementation of quantitative finance models.

Scientific Awards & Recognition:

• Highly Commended in the Gerald Durrell Award for Endangered Wildlife (2002) by the Natural History Museum/BBC Wildlife Photographer of the Year competition.

He is available for media inquiries and supervises Masters/PhD students in quantitative finance research. Erik also co-organizes the Quantitative Methods in Finance (QMF) conference and chairs the Sydney Financial Mathematics Workshop (SFMW).