Mathematical and Computational Finance Lab

The Mathematical and Computational Finance Laboratory is based in the Department of Mathematics and Statistics. The laboratory is a centre for research, training and technology development in mathematical finance, with a particular emphasis on energy markets, working with academic and industrial partners to serve the needs of the community.

The laboratory brings together mathematical and business expertise, with members from the Haskayne School of Business and collaborations with experts in mathematical finance from universities across Canada through MITACS.

In recent years, we've worked on projects with:

We're grateful for support from the following organizations:

Faculty

Postdoctoral fellows

  • Edson Alberto Coayla-Teran (supervisor Swishchuk)

Students

  • Nedunthally, Thomas (MSc, supervisor Swishchuk)
  • Shahmoradi, Akbar (MSc, supervisor Swishchuk)
  • Bucharina, Tatiana (MSc, supervisor Ware)
  • Matthew Couch (MSc, supervisor Swishchuk)
  • Kevin Malenfant (MSc, supervisor Swishchuk)
  • Ke Zhao (PhD, supervisor Swishchuk)
  • Clifford Kitchen (PhD, supervisor Ware)
  • Azamed Gezahagne (PhD, supervisor Sezer/Ware)
  • Mobolaji-Olutomi (Bola) Ogunsolu (MSc, supervisor Ware)
  • Philippe Dovoedo (PhD, supervisor Badescu/Swishchuk)

Alumni

  • Cody Hyndman (postdoc, supervisor Ware)
  • Hua Li (PhD, postdoc, supervisor Ware)
  • Matthew Lyle (MSc, supervisor Swishchuk; PhD, supervisor Elliott)
  • Hong Miao (PhD, supervisor Elliott)
  • Greg Orosi (PhD, supervisor Bos)
  • James Pang (postdoc, supervisor Ware)
  • Aaron Pratt (MSc, supervisor Bos)
  • Guanghui (Peter) Quan (MSc, supervisor Ware/Swishchuk)
  • Lei Xiong (MSc, supervisor Bos/Ware)
  • Xu, Li (MSc, supervisor Ware)
  • Ouyang, Yuyuan (MSc, supervisor Swishchuk)
  • Lu, Zhao (MSc, supervisor Swishchuk)