Dr Peter Mansfield
|Telephone:||(61 8) 6304 5084|
Peter has held a number of industry, consulting, and academic positions. In his previous position as Senior Research Associate at Cornell University's Theory Center in the United States, he was a member of the Center's computational finance group.
- PhD, Cornell University;
- AB-ScB, Brown University.
Research and publications
- Mathematical finance;
- Risk assessment and management.
Current research area
- High-frequency financial data analysis through the application of novel econometric techniques that were initially developed to study EEGs of unusual brain activity.
Refereed journal articles
- 2005 “Financial Computations on Clusters Using Web Services,” Computational Science - ICCS 2005: 5th International Conference - Lecture Notes in Computer Science, Springer-Verlag (with T Coleman and S Chinchalkar);
- 2003 “A Note on the Stability of Real Interest Rates in Australia,” International Review of Economics and Finance 12 No 4 pp 5-17-524 (with B Felmingham).