24 Sept 2010
Mississauga, ON

Connecting Talent in Digital Media		 18-22 Jul 2011
Vancouver, BC

ICIAM 2011
 12-15 Oct 2010
Sydney, Australia

Discrete Optimization
 30 Sept - 1 Oct 2010
Markham, ON

The 2nd Annual Research and Innovation Summit		 24-28 Jan 2011
Vancouver, BC

Focus Period: Workshop on Biological Networks and Systems Biology
Risk & Finance

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.

Theme Leader: Dr. John Walsh, University of British Columbia

 

 

Full Projects
Finsurance: Theory, Computation and Applications

this project will focus on developing tools which combine expertise in finance, actuarial science, probability theory, differential equations and numerical methods.

Project leader: Dr. Tom Salisbury, York University
Mathematical and Statistical Methods for Financial Modelling and Risk Management

This project deals with the mathematics of risk modeling and resource management.

Project leader: Dr. Jean-Marie Dufour, Université de Montréal
Modelling Trading and Risk in the Market

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.

Project leader: Dr. Matt Davison, University of Western Ontario
Past Projects
Optimal Pricing via Mathematical and Bilevel Programming

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.

Project leader: Dr. Patrice Marcotte, Universtié de Montréal & Dr. Gilles Savard, École Polytechnique