The financial mathematics research group at UWO spans two departments -- Applied Mathematics and Statistical & Actuarial Sciences.  This cluster of activity is led by Matt Davison, a tenured associate professor in both departments, as well as Canada Research Chair in Quantitative Finance
and Faculty of Science Scholar. The Department of Applied Math houses six financial math doctoral students and one financial math postdoc in addition to Mark Reesor, an assistant professor.
The Department of Statistical & Actuarial Sciences houses a doctoral student in financial mathematics, as well as several Master's students.  It is also the home of assistant professor Rogemar Mamon as well as a well respected probability theorist, Reg Kulperger, who has a strong interest in Financial Mathematics. 

Our chief interests include energy markets, financial math as applied to central banking, real options, and the theory of general incomplete financial markets. We are currently looking for one or more CSC sponsored scholars to interact with our group. Please send your CV to: Prof Matt DavisonEmail: mdavison@uwo.ca

Personal Webpage: http://www.apmaths.uwo.ca/~mdavison

Department of Applied Mathematics at UWO: http://www.apmaths.uwo.ca

Department of Statistical & Actuarial Sciences at UWO: http://www.stats.uwo.ca

 

 

       

 

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