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.
Our research has been funded by MITACS, NSERC DISCOVERY, NSERC USRA and NSERC CRD grants.
The Financial Mathematics Research Group at Ryerson runs a regular seminar series; group members
and visitors will be presenting talks in their area of expertise.