The Financial Mathematics Research Group

Fin Math Members

The Financial Mathematics Research Group is based in the Department of Mathematics at Ryerson University. The research in our group covers a wide spectrum of problems in Mathematical Finance, including the following topics.

  • Arbitrage and hedging in financial mathematics.
  • Analytical approaches to stochastic calculus.
  • Multidimensional modeling, derivative pricing.
  • Hedge funds and investment allocations.
  • Stochastic modeling and statistical inference.
  • Models with jumps and calibration.
  • Risk measures.
  • Analysis and Probability.

Our research has been funded by MITACS, NSERC DISCOVERY, NSERC USRA and NSERC CRD grants.

The Financial Mathematics Research Group at Ryerson runs a Financial Mathematics Seminar series and an Analysis and Probability Seminar series; group members and visitors will be presenting talks in their area of expertise.