What are the Big Names in financial math in Canada?

jaguaracer · April 28th, 2007, 8:09 pm

QuoteOriginally posted by: meteorQuoteOriginally posted by: jfuquaThat is going pretty far back to claim Peter Carr for Canada ! You don't know how far I can go...umm, father of them all ... Myron Scholes, from Hamilton, Ontario: undergrad from Mac. Of course he left Canada and hasn't really looked back since the 70s.I would like to take the chance to plug Joe Campolieti. He's a professed I've worked with at Laurier (just undergrad). He's published some things in Risk and other journals and co-authored a book with Albanese.

lesliejinyu · April 28th, 2007, 8:10 pm

QuoteOriginally posted by: ddd999Any younger good professors in financial math Toronto/UBC/Western Ontario/Waterloo/McMaster? I'm considering to apply to a school where I can find a promising supervisor.I wonder if Elliot is still supervising PhD students.yes, he is. one of my friends is his phd (in finance) student (in year 3). i do not know whether he is still accepting new students, however.jy

ppauper · April 29th, 2007, 4:27 pm

QuoteOriginally posted by: jfuqua Pierre L'Ecuyer has done quite a-bit for monte carlo methods for finance but he probably would not consider himself 'financial mathfor some reason, I seem to recall that he wrote a random number generator ?

KackToodles · April 29th, 2007, 5:18 pm

why would a star finance prof stay in canada when he can move a few miles across the border and double his salary at a US school?

jfuqua · April 29th, 2007, 5:48 pm

QuoteOriginally posted by: ppauperQuoteOriginally posted by: jfuqua Pierre L'Ecuyer has done quite a-bit for monte carlo methods for finance but he probably would not consider himself 'financial mathfor some reason, I seem to recall that he wrote a random number generator ?http://www.iro.umontreal.ca/~lecuyer/papers.html