Ben Feng
Department of Statistics and Actuarial Science
Email: ben.feng@uwaterloo.ca
Research Interests: Computational Finance, Computational Optimization, Monte Carlo and Stochastic Methods
Link to Profile: Ben Feng
Profiles
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Peter Forsyth
School of Computer Science
Email: paforsyth@uwaterloo.ca
Research Interests: Financial derivative securities
Link to Profile: Peter Forsyth
Mario Ghossoub
Department of Statistics and Actuarial Science
Email: mario.ghossoub@uwaterloo.ca
Research Interests: Ambiguity and model uncertainty in risk sharing, risk measurement, and optimal insurance design
Link to Profile: Mario Ghossoub
Adam Kolkiewicz
Department of Statistics and Actuarial Science
Email: wakolkiewicz@uwaterloo.ca
Research Interests: Statistics and financial mathematics
Link to Profile: Adam Kolkiewicz
George Labahn
School of Computer Science
Email: glabahn@uwaterloo.ca
Research Interests: Computer Algebra with a secondary area being in the field of Computational Finance
Link to Profile: George Labahn
Christiane Lemieux
Department of Statistics and Actuarial Science
Email: clemieux@uwaterloo.ca
Research Interests: Quasi-Monte Carlo methods and their applications
Link to Profile: Christiane Lemieux
Yuying Li
School of Computer Science
Email: yuying@uwaterloo.ca
Research Interests: Design, analysis and application of computational algorithms for continuous optimization problems and, more generally, problems in scientific computing
Link to Profile: Yuying Li
Bin Li
Department of Statistics and Actuarial Science
Email: bin.li@uwaterloo.ca
Research Interests: Actuarial science, applied probability, mathematical finance, and partial differential equations
Link to Profile: Bin Li
David Saunders
Department of Statistics and Actuarial Science
Email: dsaunders@uwaterloo.ca
Research Interests: The application of stochastic optimization to problems in finance and insurance
Link to Profile: David Saunders
Alexander Schied
Department of Statistics and Actuarial Science
Email: aschied@uwaterloo.ca
Research Interests: Applied probability and mathematical finance
Link to Profile: Alexander Schied
Justin Wan
School of Computer Science
Email: justin.wan@uwaterloo.ca
Research Interests: Numerical methods of PDEs, machine learning in finance and medical image processing, physics-based simulation in graphics, and parallel computing.
Link to Profile: Justin Wan
Ruodu Wang
Department of Statistics and Actuarial Science
Email: wang@uwaterloo.ca
Research Interests: Actuarial science, quantitative risk management, mathematical finance, operations research, applied probability, and statistics
Link to Profile: Ruodu Wang
Chengguo Weng
Department of Statistics and Actuarial Science
Email: chengguo.weng@uwaterloo.ca
Research Interests: Stochastic optimization, predictive analytics for insurance and finance, portfolio optimization
Link to Profile: Chengguo Weng
Tony Wirjanto
Department of Statistics and Actuarial Science
Email: twirjanto@uwaterloo.ca
Research Interests: Statistical methodology for applications in the finance area
Link to Profile: Tony Wirjanto