Ramaprasad Bhar

Associate Professor

School of Risk & Actuarial - PhD, UTS | MBA, Finance specialty strand, UTS | MASc, Computer Science, University of Waterloo Canada | MTech, Radio Physics and Electronics, University of Calcutta India | BTech, Radio Physics and Electronics, University of Calcutta India | BSc, Honours


​​​​​Dr. Bhar completed a PhD in quantitative finance in 1997 on non-Markovian term structure of interest rates. Prior to joining academia he worked in System Software development in India, Australia, and The Netherlands. He also studied computer science at the University of Waterloo, Canada. His industry experience includes multinational firms like Credit Lyonnais, Nederland and Unisys, U.S.A. He has published three research intensive books with Springer and the World Scientific Press. He was awarded the fellowship of the Japan Society for the Promotion of Science in 2005. His current research interests include commodity derivatives, copulas and prey-predator models. ​

  • Bio
  • Publications & Research
  • Teaching & Supervision
  • Grants
  • Engagement