معرفی
Dr Thomas Ruf is a Senior Lecturer at the School of Banking and Finance, UNSW Business School, University of New South Wales. He earned a PhD in Finance from the University of British Columbia and an MSc in Mathematical Finance from the University of Southern California.
- Education: PhD Finance (University of British Columbia), MSc Mathematical Finance (University of Southern California), Diplom Business Mathematics (Universität Ulm)
His research focuses on finance, particularly in high-frequency trading, market microstructure, options markets, and mutual fund dynamics. Key areas include latency arbitrage, dark pool trading, and structured product overpricing.
His recent publications, including work on HFT dark pool latency arbitrage (2024), mutual fund quality (2018), and stock recalls (2017), highlight his expertise in quantitative finance and market behavior. These works intersect with subfields like algorithmic trading, volatility analysis, and regulatory compliance.
- Scientific Awards:
- Best Paper Award, Behavioural Finance and Capital Markets Conference (2017)
- FMA Semi-Finalist for Best Paper Award (2016)
- CAFM Best Paper Award (2015)
- MFA Best Paper Award (2011)
He has supervised PhD candidates through industry partnerships with institutions like the CMCRC and Financial Conduct Authority (2014–2018). His teaching includes FINS1613 – Business Finance and FINS1612 – Capital Markets and Institutions, with prior roles in financial risk management courses.
