Professor of Mathematics, Director of the Master program in Mathematical Finance and Director of RiskLab at the University of Toronto, President and Chief Executive Officer of Sigma Analysis and Management Ltd., a spin-off company of the University of Toronto that specializes in hedge fund investments and research. He obtained the degree of Doctor in Philosophy from the department of Mathematics at Princeton University in 1989. He has authored numerous papers in financial risk management, investments, and market models, and supervised dozens of HQP. He has won, beyond others, the research awards “Caballero de la Orden del Merito Civil”, “NSERC Synergy Award”, and is a Fields Institute Fellow
Professor of Mathematical Finance at the Technical University of Munich, Head of the Chair of Mathematical Finance, Head of the ERGO Center of Excellence in Insurance, Deputy Chairman of the Elite graduate program "Finance & Information Management”, advisor of the Investment Committee of the Bavarian Research Foundation, member of the Steering Committee of the Professional Risk Management International Association (Munich Chapter), associate editor of the Journal of Banking and Finance. He obtained the doctoral degree from the University of Ulm in 1991. He has authored numerous books and over 100 papers in mathematical finance, risk management, and asset management, having published, beyond others, in Review of Derivatives Research, European Journal of Operations Research, OR Spectrum, and Quantitative Finance. He has supervised more than 100 Master’s students and more than 10 doctoral students. He was awarded “Professor of the Year 2007” by the magazine UnicumBeruf for linking practice and education in an outstanding way.
Professor for Financial Mathematics at the Technical University of Munich, member of the board of the German Society for Insurance and Financial Mathematics (DGVFM), member of the advisory council of FIRM and RiskNet, and associate editor of the journals Dependence Modelling and RISIKO MANAGER. He obtained the doctoral degree from the University of Ulm in 2007. He has authored numerous papers and books in multivariate statistics, probability theory, quantitative risk management, finance- and actuarial science, and the history of statistics, having published, beyond others, in the Journal of Multivariate Analysis, Extremes, and Bernoulli. He has supervised 66 Master’s students and 7 PhDs.
Matt Davison is the Dean of Science elect at Western University Canada where he is a Professor of Applied Mathematics and of Statistical & Actuarial Sciences. Between 2006 and 2016 Matt was Tier 2 Canada Research Chair in Quantitative Finance. His PhD in Applied Mathematics was awarded by Western in 1995. He has graduated 18 PhD and 53 M.Sc students. He has authored 69 papers in Energy Finance, Real Options, and Industrial Mathematics and has published in Operations Research, SIAM Review, and Energy Economics.
Professor at the Department of Statistical and Actuarial Sciences at University of Western Ontario. He obtained the degree of Doctor in Philosophy from the department of Mathematics at the University of Toronto in2004.He has authored over 50 papers inMathematical Finance, Applied Mathematics and Statistics having published, beyond others, in Journal of Banking and Finance, Journal of Economic Dynamics and Control and Quantitative Finance. He has supervised more than 40 HQP.
David Saunders is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, and Director of the University of Waterloo’s Masters in
Quantitative Finance program. His is the author of many articles on the subjects of risk management, portfolio optimization and derivatives pricing.