**Modelling trading and risk in the market: *** Students *

*Students*

## Current

### Post-Doctoral Fellows/Research Associate

- Dr. H. Cheng,(Math & Stats, McMaster), hcheng at math.mcmaster.ca

### PhD

## Applied Math, Western

- Alexandre Scott, ascot7 at uwo.ca
- Jingya Li, jli569 at uwo.ca
- Xinghua (Allan) Zhou, xzhou68 at uwo.ca
- Walid Mnif, wmnif at uwo.ca
- Almas Naseem, anaseem2 at uwo.ca
- Adrian Walton, awalton3 at uwo.ca
- Mir Hashem Avonleghi, mmoosav at uwo.ca
- Bin Lu, blu7 at uwo.ca
- Melissa Mielke, mmielkie at uwo.ca

## Statistics and Actuarial Science, Western

- Anton Tenyakov, atenyakov at stats.uwo.ca

## Math & Stats, Calgary

- Azamed Yehuala Gezahagne, aygezaha at ucalgary.ca
- Ghashang Pireozfar, gpiroozf at ucalgary.ca
- Elham Negadary, elham.negahdary at gmail.com

## Math & Stats, McMaster

- B. Costa Lima, imecostalima at gmail.com
- O. Mbodji, oumarsoule at gmail .com

### MSc

## Applied Math, Western

- Anoushe Hassan, ahassa52 at uwo.ca
- Majid Hasan, mhasan48 at uwo.ca
- Helen Cheyne, hcheyne at uwo.ca
- Xiaohu Ji, xji52 at uwo.ca

## Math, Ryerson

- Julio Hernandez, julihdezbellon at gmail.com

## Math & Stats, Calgary

- Tatania Bukharina (Math & Stats, Calgary), tnbukhar at math.ucalgary.ca
- Paul Obour, pobour at ucalgary.ca
- Binbin Wang, wbbqhs at hotmail.com
- Kaijie Cui, kacui at ucalgary.ca
- Wesley Devauld, wes at devauld.ca

## Math & Stats, McMaster

- Q. Shao, quentin.shao at gmail.com

## Left in the past year

### Post-Doctoral Fellows/Research Associate

- Dr. K. Schulze,(Math & Stats, McMaster), schulzek at math.mcmaster.ca
- Dr. Gordana Dmitrasinovic-Vidovic (Math & Stats, Calgary), gdmitras at ucalgary.ca
- Maite Quintanilla (Mathematics, Ryerson University) Maite at risklab.ca
- Dr. Alexander Alvarez (Mathematics, Ryerson University), alexander.alvarez at ryerson.ca

### PhD

- O. Ismail, ismailo at math.mcmaster.ca
- Natasha Kirby, nkirby3 at uwo.ca
- Jie He, jhe48 at uwo.ca
- Nabeel Butt, nbutt2 at uwo.ca
- Xiaojing (Jean) Xi, xxi2 at uwo.ca
- Kin Hung (Felix) Kan, kkan8 at uwo.ca, "Simulation-Based Valuation and Counterparty Exposure Estimation of American Options", (Left Western, now at CIBC)
- Andriy Miransky, amiransk at uwo.ca, "Models, Techniques, and Metrics for Managing Risk in Software Engineering", (Left Western, now at IBM)
- Z. Zhou, zhouz3 @ math.mcmaster.ca
- Jin Choi, jchoi92 at uwo.ca, "Real Options Models in Real Estate"

### MSc

- LiFeng Zhang, lifzhang at ucalgary.ca
- Akram Samarikhalaj, akram.samarikhalaj at ryerson.ca
- Ana Suarez, anag.suarez at ryerson.ca
- Xianzhang Wen, xwen at ryerson.ca
- Bing Hu, bing.hu at ryerson.ca
- Laurel Sabur, lsabur at uwo.ca
- William Wei Xing, wxing2 at uwo.ca
- Jordan Dickson, jdickso5 at uwo.ca
- Xuezhi Liu, xliu358 at uwo.ca, "Pricing Defaultable Dual-Trigger Hybrid Securities".
- Jie He, jhe48 at uwo.ca
- Emma Zhu, he.zhu at ryerson.ca
- Matt Cane, mcane at ryerson.ca
- Saidou Sall, ssall at uwo.ca, (Left Western)
- Daniela Neykova (Finance and Information Management, Technical University Munich), neykovaj at hotmail.com.
- German Bernhart(Finance and Information Management, Technical University Munich), german.bernhart at gmx.de
- Samaneh Samavi, ssamavi at uwo.ca, (Left Western)
- Ying Wang, ywang453 at uwo.ca, "Longevity Risk and Life Insurance", (Left Western)

### Undergraduate

- Cyrus Chen (Applied Math, UWO) zchen225 at uwo.ca
- Adam Thibideau (Mathematics, Ryerson University) adam.thibideau at gmail.com

## FIM, TUM

- Michael Mitterreiter, michaelmitterreiter at gmx.de
- Mirco Mahlstedt, mirco.mahlstedt at me.com
- Johannes Hauptmann, johannes.hauptmann at student.uni-augsburg.de

## Previous

### Post-Doctoral Fellows

- Dr. James Pang, (Math & Stats, Calgary), silfamars at hotmail.com
- Dr. Marcos Escobar, (Mathematics, Toronto)
- Dr. Alexey Kuznetsov, (Math. & Stats., McMaster)
- Dr. M. Mueller, (Math., UBC)
- Dr. Daniel Stubbs (Applied Math, UWO, 2001)
- Dr. Zengjing Chen (Applied Math, UWO, 2003-2004)
- Dr. Xiaorang Li (Applied Math, UWO)
- Dr. Cody Hyndman, (Math. & Stats., Calgary): Concordia University
- Dr. Hui Hui Wei, (Statistical and Actuarial Sciences, UWO)
- Dr. T. Pirvu, (Math., McMaster)
- Dr. Chishtie, Farrukh , (Applied Math, UWO)
- Dr. Leunglung Chan, (The University of Technology, Sydney)
- Dr. Sharon Wang, (Applied Math, UWO)
- Dr. Pablo Olivares, (Mathematics, Toronto)
- Dr. Maite Quintanilla (Math, Ryerson University)
- Muz Mallo (Statistics University of Toronto)
- Christina Erlwein (Now at Fraunhofer institute)
- Dr. Hua Li, (Math & Stats, Calgary)
- Vlad Surkov (Left Western, now at RBC, Toronto) (June 2010)
- Dr. Cesar Gomez (Math & Stats, McMaster)

### PhD

- Matt Lyle, (Math & Stats, Calgary), mrlyle at ucalgary.ca
- Roman Naryshkin (Left Western, now at Manulife, Toronto) (Feb 2010)
- Leelavati Mitra (Left Brunel University, now at Financial Services Authority, London, England)
- Luka Jalen (Left Brunel University)
- Gergeli Orosi, (Math & Stats, Calgary), gorosi at math.ucalgary.ca
- Matt Thompson (Applied Math, UWO, 2003): Energy Asset Optimization and Valuation: A Real Options Approach. Now Assistant Professor of Management Science, Queens University Business School. Winner of 2003 Canadian Operations Research Society Student Prize. Runner up for Dantzig Prize.
- Lindsay Anderson (Applied Math, UWO, 2004) Using Hybrid Models of Electricity Prices for Options Pricing and Risk Management. Now Research Associate, Cornell University. Winner of 2004 CAIMS Thesis prize
- Jichao Zhao (Applied Math, UWO, 2006): A Highly Accurate Compact Finite Difference Method and its Applications in Financial Mathematics and Mathematical Biology. Now Postdoc at INRIA in France.
- Andrew Royal, (Haskayne School of Business, Calgary, 2006), now holds a post doc position at the University of Texas, Dallas.
- Hong Miao, (Colorado State University)
- Hua Li, (Math & Stats, Calgary), lih at math.ucalgary.ca
- Leunglung Chan, (Math & Stats, Calgary, 2006).
- Janko Hernandez, (Mathematics, Toronto), janko at math.utoronto.ca
- Chuang Yi, (Math & Stats, McMaster), yichuang2002 at yahoo.com.cn
- Xuping Zhang, (Math & Stats, McMastser), zhangx at math.mcmaster.ca
- Tyson Whitehead, (HPC Consultant, SHARCNET)
- Shudan Liu, (Analyst, TD Bank)
- Michel Couillard, (Defence Scientist,CORA-DND)
- Santigo Moreno, (PDF, Humboldt University PBerlin Germany)
- Chuang Yi (Quantitative Analyst, BMO)
- Xuping Zhang (MRM - Analytics, ScotiaBank )
- Guangzhi Zhao, (Applied Math, UWO)
- Yingfeng Huang (Applied Math, UWO)
- Maria Quintanilla, (Mathematics, Toronto)
- Luka Jalen (Research Associate, Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University)

### MSc

- Guanghui Quan, (Math & Stats, Calgary), gquan at math.ucalgary.ca
- Seydou Sail (Left Western)
- Cliff Kitchen (Math & Stats, Calgary), cbwkitch at ucalgary.ca
- Lu Zhao, (Math & Stats, Calgary)
- Nan Zhou (Left Western, now at Bank of Canada)
- Shenzhi Tang (Left Western)
- Xiaohui Li (Left McMaster)
- Thomas Nedunthally (Left Calgary)
- Vera Vasilyeva (Left UWO, now at ATB Financial) vvasilye at uwo.ca
- Lyle, Matthew, (Math & Stats, Calgary), matthew.lyle at haskayne.ucalgary.ca
- Nedunthally, Thomas, (Math & Stats, Calgary), thnedunt at math.ucalgary.ca
- Li Xu (Math & Stats, Calgary), lxu at math.ucalgary.ca
- Scott MacDonald (Math & Stats, Calgary), scottm at math.ucalgary.ca
- Karen Anderson (2000; DSAS; with Murdoch) Modeling Electricity Prices Now teaching secondary school in London.
- Yingfeng Huang (2002) Financial Model Risk in Option Pricing Now employed in Equity Management Department. Londian Electric Company, Harbin, China.
- Ben Marcus (2002) Valuation of Canadian Warrants Now professor of management science, Suffolk University, Boston.
- Michel Couillard (2003), Alternative Stochastic Models in Finance and Economics. PhD candidate in Applied Math, UWO
- Abu Bah (2003). Modelling Weather Derivatives. Money market trader, Newshore Capital Management
- Andriy Miransky (2004; with Reesor) Pricing Defaultable Bonds and Options in an CIR Risk and Default Framework, PhD candidate in AM, UWO
- Baohua Li (2004; DSAS, with Murdoch) Hedging Black Scholes. Now working at TD Securities.
- Fab DiMuro (2005) Real Options: A Comprehensive Review. PhD candidate in Marketing, Ivey
- Evise Kopliku (2005), Revenue Management in the Car Rental Industry, Now at Bank of Montreal, Toronto.
- TingTing Guo (2005; DSAS, with Braun) Random Models in Finance. Now PhD candiate in DSAS
- Yi Fan Tian , (Mathematics, UBC), completed
- Hui Hua (Katherine) Wang, (Mathematics, UBC), completed
- Steve Chou, (Mathematics, UBC), completed
- Antoine Maillot, (Mathematics, UBC), completed
- Zhe (Steven) Wang, (Mathematics, UBC), completed
- Gilles Crouspeyre, (Mathematics, UBC), completed
- Alice Chan, (Mathematics, UBC), completed
- Felix Kan, (Mathematics, UBC), completed
- Lingling Wang, (Math & Stats, McMaster), completed
- Omneia Ismail, (Math & Stats, McMaster), completed
- William Sajko (parttime), (Math & Stats, McMaster), bsajko at oanda.com
- Tina Rapke, (Math & Stats, Calgary), completed
- Wei Xia, (ATB Financial, Alberta), completed
- Matt Lyle, (Math & Stats, Calgary), completed
- Aaron Pratt, (Direct Energy)
- Yuyuan Ouyuang, (PhD student, U Florida)
- Laura Parkes-Schaw (Applied Math, UWO) lparkess at uwo.ca
- Matthew McInnis (Instructor, Northern Sask. Inst. Tech)
- Ruijun Cao (Statistical and Actuarial Sciences, UWO) rcao at uwo.ca
- Andrei Prokopiw (Junior Investor, Mapleridge Capital)
- Nabeel Butt (PhD student, Applied Math, UWO) nbutt2 at uwo.ca
- Xu Li (Georgia Tech, USA)
- Felix Prehl (T.U. Chemnitz, Germany)
- Doki Hwang, (Applied Math, UWO), dhwang5 at uwo.ca
- Matthew Gregson (Applied Math, UWO), mgregso2 at uwo.ca
- Michael (Shengchao) Wang (Applied Math, UWO), swang285 at uwo.ca
- Jonathan Hornell-Kennedy (Applied Math, UWO)
- H. Ding (Mathematics, UBC)
- G. Crouspeyre (Mathematics, UBC)
- Jianqiang Xu, (Mathematics, UBC)
- Arsalan Farrokh, (Mathematics, UBC)
- Leon Lu, (Mathematics, UBC)
- B. L'Esperance, (Mathematics, UBC)
- Guoshi Tong, (Mathematics, UBC)
- Zhiqing Wang, (Mathematics, UBC)
- J.R. Wang, (Mathematics, UBC)
- Cecilia Wang, (Mathematics, UBC)
- Avishka Raghoonundun, (Mathematics, UBC)
- Li Wang, (Mathematics, UBC)
- Siliang Zhang, (Mathematics, UBC)
- Andy Yuan-Hao Chang (Applied Math, UWO) - Currently Analyst, Manulife Financial
- Chaoliang (Jacky) Rong (Applied Math, UWO) - Currently Credit Risk Specialist, Ping An Securities Company Ltd., China
- Narin Chhun (Statistical and Actuarial Sciences, UWO)
- Zhiyi (Catherine) Liang (Statistical and Actuarial Sciences, UWO)

### Undergraduate

- Alisa Tazhitdinova, atazhitd at uwo.ca - Currently PhD student in Economics, UC Berkeley
- Jessica Quan, (Actuarial Associate, MetLife, MA USA)
- Zheng Duan, (Graduate Student, U of Minnesota, MN USA)
- Narmatha Balachandra (Actuarial Associate, Johnsons) narmatha2 at yahoo.com
- Jessica Quan, (Applied Math, UWO)
- Zhongning Zhou, (Statistics, UWO)
- Jonathan Hornell-Kennedy (Statistics, UWO)
- Mike Lukas (Left McMaster)

### Research Assistants

- Abu Bah, (Applied Math, UWO)