A Little About Me

I am currently full professor in the Departments of Applied Mathematics and Statistical & Actuarial Sciences at the University of Western Ontario in London Ontario.

Other jobs I have had since graduating with my Ph.D. in 1995 include a postdoctoral research fellowship at the University of Bern in Switzerland, with Dr. John Shiner. I left Bern in 1997 to take a job at Deutsche Bank Canada, where I worked as the quantitative analyst for an internal hedge fund. I left Deutsche to accept my current post in 1999.

I completed my Ph.D. in 1995. My thesis had the title Spatial and Deterministic Limits on Randomness. In 1991 I graduated with my B.A.Sc. in Engineering Science at the University of Toronto, where I specialized in Engineering Geophysics. I graduated from Westdale Secondary School in Hamilton in 1987.

My main research interests include the application of financial mathematics to energy markets. I continue to work with two of my former Ph.D students. These collaborators are Lindsay Anderson, now at the Dept. of Biological and Environmental Engineering at Cornell University, and Matt Thompson, professor of Business at Queen's University. I am also interested in broader questions of pricing in incomplete markets, which I study with my departmental colleague Mark Reesor and my colleague from Shandong University in China, Zengjing Chen. My third principal academic interest lies in the uses of real options theory in other areas ranging from property and casualty insurance to cancer research to defence science. My main collaborators in this area include Darrell Leadbetter of PACICC, Dr. Harry Keller from Princess Margaret Hospital, and Dr. Michel Couillard from DRDC CORA.

I am the project leader for the MITACS project Modelling Trading and Risk in the Market. I am also a director of Dydex Research and Capital Limited, a Toronto-based energy finance consultancy and of Math Problem Solvers Ltd.

I am married to Christine, who is a Speech-Language Pathologist at the Thames Valley District School Board. We have two children, Liam Thomas (born Sept 12 2001) and Shawn Gabriel (born Sept 30 2003). My personal interests include books, movies, canoe tripping, hiking, and travelling.