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We are a group of faculty, postdoctoral fellows and graduate students based in the Department of Mathematics and Statistics at McMaster University in Hamilton, Ontario, Canada.
We work on the theory and practice of financial mathematics, including statistical properties of financial time series, derivative pricing models in complete and incomplete markets, fixed interest rate models, and portfolio risk management.
More generally, we are interested in problems from all areas of industrial mathematics. We welcome contact from partners in industry and academia who have problems in finance or other industrial areas which have a mathematical, statistical, or computational foundation.
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