Otto Konstandatos
University of Technology Sydney
Senior Lecturer/UTS
15 Broadway, Ultimo
PO Box 123
Sydney, NSW 2007
Australia
University of Technology Sydney (UTS) - Quantitative Finance Research Centre
P.O. Box 123
Sydney
Australia
Financial Research Network (FIRN)
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
Australia
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Ideas:
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My primary training is in Mathematics at the University of Sydney where I also completed Bachelor of Laws and Doctor of Philosophy degrees focussing my research on Mathematical and Quantitative Finance. I have successfully published in several areas, though my Quantitative Finance research has focussed on developing new frameworks and mathematical methods for pricing exotic derivatives which I have applied to several areas such as Real Option analysis in Commodities and the Actuarial sciences. More recently I have branched out into empirical research focussing on Energy Economics and the application of Neural Network and Machine Learning methods to pricing, hedging and statistical arbitrage in Economics and Finance.
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