People at UWO Applied Mathematics

Adam Metzler
Assistant Professor

Adam Metzler U. W. O. Department of Applied Mathematics Middlesex College, Room 268 London, ON, Canada N6A 5B7 tel: (519) 661-2111 ext. 88786 fax: (519) 661-3523 email: ametzle@uwo.ca Ph.D, Statistics and Actuarial Science, University of Waterloo, 2008 M.Math, Statistics/Finance, University of Waterloo, 2004 B.Com, Economics and Finance, University of Toronto, 2002

Research Interests

• Financial Mathematics (Credit Risk)
• Stochastic Modeling
• Monte Carlo Methods

Representative Publications

• McLeish, D.L. and A. Metzler. "A multiname first-passage model for credit risk," Journal of Credit Risk, Vol. 7, No. 1, Spring 2011, pp. 1-30.
• A. Metzler. "On the first passage problem for correlated Brownian motion," Statistics and Probability Letters, 80 (2010), 277-284.