Modelling Trading and Risk in the Market

Modelling trading and risk in the market: Team Members

 

Core Investigators

Matt Davison (Applied Mathematics and Statistics, University of Western Ontario) Canada Research Chair in Quantitavie Finance

Robert Elliott (Haskayne School of Business, University of Calgary) RBC Financial Group Professor of Finance

Marcos Escobar Anel (Mathematics & Physics, Ryerson University)

Matheus Grasselli (Mathematics and Statistics, McMaster University) Sharcnet Chair in Financial Mathematics

Tom Hurd (Mathematics and Statistics, McMaster University)

Rogemar Mamon (Statistical and Actuarial Sciences, University of Western Ontario)

Adam Metzler (Applied Mathematics, University of Western Ontario)

Mark Reesor (Applied Mathematics, University of Western Ontario) Sharcnet Chair in Financial Mathematics

Anatoliy Swishchuk (Mathematics and Statistics, University of Calgary)

Tony Ware (Mathematics and Statistics, University of Calgary)

Traian Pirvu (Mathematics & Statistics, McMaster University)

Ivar Ekeland (Math, University of British Columbia)

Rachel Kuske (Math, University of British Columbia)

 

Collaborators

 

Len Bos (Mathematics and Statistics, University of Calgary)

Lindsay Anderson (Biological & Environmental Engineering, Cornell University)

John Walsh (Mathematics, University of British Columbia)