How can we minimize risk associated with financial derivatives?
Frédéric Godin
- Assistant Professor
- Department of Mathematics and Statistics
- financial engineering3
- mathematical finance6
- risk management19
- financial derivatives7
- computational finance3
- dynamic programming3
- investment risk16
- hedging5
- electricity markets
- futures contracts6
- actuarial mathematics4
- risk17
- applied econometrics8
- credit risk4
- risk modeling7
- stochastic analysis12
- probability theory9
- insurance3
- financial modeling5
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Cody Hyndman
mathematical finance, computational finance, machine learning
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Mélina Mailhot
actuarial mathematics, risk, multivariate statistics
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José Garrido
risk theory, actuarial mathematics, ruin theory
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Stylianos Perrakis
financial engineering, capital structure, financial markets
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Juliane Proelss
alternative investment strategies, hedging, risk management
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Ravi Mateti
corporate finance, fixed income analysis, financial derivatives
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Latha Shanker
financial derivatives, risk management, international banking
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Gregory Lypny
experimental economics, behavioral economics, behavioral finance
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Heejeong Kim
macroeconomics, business cycles, socioeconomic inequality
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Amr Addas
sustainable investing, socially responsible investments, sustainable financial systems
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Erkan Yönder
real estate finance, sustainable investing, REITs
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Denis Schweizer
alternative investment strategies, Chinese capital markets, crowdfunding
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Thomas Walker
corporate governance, risk management, sustainability studies
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Bruno Lee
buildings, energy efficiency, energy modeling and optimization
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Pawel Gora
complex dynamic systems, ergodic theory, absolute continuity
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Lorne Nelson Switzer
economics of technological change, small-cap equities, financial derivatives
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Ketra Schmitt
risk analysis, systems models, technology policy
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Damba Lkhagvasuren
unemployment, business cycles, labour economics
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Xiao Huang
supply chains, operations management, game theory
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Xintong Han
microeconometrics, applied econometrics, economics of education
