Erik Schlögl provides consulting services in areas of quantitative finance, financial risk management and the valuation and risk assessment of structured financial products and derivative securities. Examples of past projects include:
- Model implementation and software development. Implementation of stochastic models for derivative security pricing or for asset/liability management, including the provision of working prototypes in C++.
- Model validation. Independent validation of in-house or vendor-supplied software implementing stochastic models for derivative security pricing or for asset/liability management.
- Expert witness services. Expert testimony on issues in areas of quantitative finance, including but not limited to risk assessment of structured financial products and derivative securities. Past cases include Bathurst Regional Council v Local Government Financial Services Pty Ltd (No 5)  FCA 1200 (5 November 2012), which dealt inter alia with the liability of a rating agency for "misleading and deceptive" ratings (for details, see the text of the judgment).
- In-house training courses. Training courses in the theory and implementation of standard stochastic models for derivative security pricing, including models integrating multiple sources of market risk.
Initial enquiries for consulting services may be made via the contact form (please select the category "Consulting enquiry").