Modelling Trading and Risk in the Market

Modelling trading and risk in the market: 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)