How should capital be allocated for dependent risks?
Mélina Mailhot
 Associate Professor
 Department of Mathematics and Statistics

José Garrido
risk theory, actuarial mathematics, ruin theory

Cody Hyndman
mathematical finance, computational finance, machine learning

Frédéric Godin
financial engineering, mathematical finance, risk management

Yang Lu
applied econometrics, aging (ageing), insurance

Ketra Schmitt
risk analysis, systems models, technology policy

Kun Ho Kim
empirical asset pricing, empirical finance, applied econometrics

Lea Popovic
probability theory, randomness in the living world, mathematical biology

Ravi Mateti
corporate finance, fixed income analysis, financial derivatives

Latha Shanker
financial derivatives, risk management, international banking

Stylianos Perrakis
financial engineering, capital structure, financial markets

Bruno Lee
buildings, energy efficiency, energy modeling and optimization

Pawel Gora
complex dynamic systems, ergodic theory, absolute continuity