Find us on Facebook Find us on LinkedIn Follow us on Twitter Subscribe to our YouTube channel

Hamish Malloch

BSc BCom (Hons) PhD Sydney
Lecturer

Rm 441
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9036 6273
hamish.malloch@sydney.edu.au

Bio

Dr. Hamish Malloch commenced as a lecturer at the University of Sydney in 2009 and received his PhD from the same institution in 2011. Hamish's PhD involved the valuation of exotic options called "passport options" and this work has subsequently been published in the high quality international journal Quantitative Finance. Hamish's research interests lie in the field of mathematical/quantitative finance. Specifically, he is interested in theoretical models of derivative valuation and asset allocation and the empirical application of such models.

Publications

2014

4
Journal Article/s

Buchen P and Malloch H 2014 Forthcoming 'CLA's, PLA's and a New Method for Pricing General Passport Options', Quantitative Finance Link

Research Grants

2014

Informed vs. Noise Trading: Foreign and Domestic Retail and Institutional Liquidity Demanders and Providers

Is the investment performance of individual household investors impacted by behavioural biases to the extent that they need to be protected by regulation? This project aims to provide scientific evidence to help regulators, stock exchange officials and service providers introduce effective measures for financial consumer/investor protection.

Our research aims to provide a clear picture of the demographics and preferences of Australian household investors and the role they play as counterparties to foreign and domestic institutional investors. We will introduce cutting edge techniques that recently have cast serious doubts over the previous literature, in which all individuals are simply categorised as uninformed and all institutions as informed. We will investigate the investment preferences and share trading behaviour of Australian household investors using highly detailed transaction records identified at the order level in combination with aggregated share holdings data from the share depository.

CIFR Research Project

See all Business School Grants

Research Expertise

  • Mathematical finance
  • Options pricing
  • Asset allocation

Recent Units Taught