The financial services sector is one of the largest contributors to the Canadian economy, employing more than 750,000 people and generating over $78 billion – 6% of the country’s GDP – 2007. As Canada continues to recover from the economic downturn of the past year, projects in this theme consider methods of evaluating risk, the pricing commodities and financial instruments and new tools to enable retirees to better manage complicated investment income.
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Project Type: Past
Dr. Tom Salisbury, York University
This project will focus on developing tools which combine expertise in finance, actuarial science, probability theory, differential equations and numerical methods.
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Project Type: Past
[url=mailto:[email protected]]Dr. Jean-Marie Dufour[/url] , Université de Montréal
This project deals with the mathematics of risk modeling and resource management.
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Project Type: Past
Dr. Matt Davison, University of Western Ontario
This project develops tools to assist with this decision-making process. Working with energy companies, financial software companies as well as companies from the banking and insurance sectors, the research team develops optimal portfolio methods that produce both the best investment decisions and the best hedging strategies for claims in general markets.
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Project Type: Past
Dr. Patrice Marcotte , Universtié de Montréal & Dr. Gilles Savard , École Polytechnique
The aim of the current project is to model these issues as hierarchical games where a company (the leader) anticipates the reaction of customers (the followers) to both its strategy and that of the competition.
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Project Type: PDF-led
Postdoctoral fellow: Dr. Lung Kwan Tsui, Department of Statistics and Actuarial Science, University of Waterloo
Lead faculty member: Dr. David Saunders, Department of Statistics and Actuarial Science, University of Waterloo
The purpose of this project is to research, develop and implement superior methods for managing credit derivatives, from single name instruments to complex structured products.
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