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
I am the project
leader for the MITACS
Modelling Trading and Risk in the Market.
I am also a director of Dydex Research
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
2001) and Shawn Gabriel (born Sept 30 2003).
My personal interests include books, movies,
canoe tripping, hiking, and travelling.