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Established in 1999, Phimac - the Financial Mathematics laboratory at McMaster - is a group of faculty, postdoctoral fellows and graduate students working on the theory and practice of financial mathematics, including derivative pricing models in complete and incomplete markets, credit risk modeling, statistical properties of financial time series, interest rate models, and portfolio risk management. More generally, we are interested in problems from all areas of industrial mathematics. We welcome contact from partners in industry and academia who face challenges in finance or other industrial areas that have a mathematical, statistical, or computational foundation. The Department: The Mathematics and Statistics Department at McMaster University is a largesized department of 37 regular faculty, 19 post-doctoral fellows and 87 graduate students. Research seminars in Algebra, Analysis, Applied Math, Finance, Geometry and Topology, and Statistics and the weekly Colloquium attract some of the world's most prominent mathematicians. The department is well-known throughout the world mathematical community for the high quality of research in many areas of mathematics and statistics. A 2000 survey by OST ranks McMaster third among Canadian mathematics departments based on the impact of published research in our department. Facilities: The Department of Mathematics and Statistics is located in the James Stewart Centre for Mathematics, located in McMaster's historic Hamilton Hall, providing agreeable space for the faculty and graduate students. A "Math Café" on the main floor provides a natural setting for informal meetings. Hamilton Hall is located in the centre of campus and affords panoramic views of the forested area which borders the scenic McMaster campus. McMaster University: McMaster University, located in Hamilton, Ontario, is a mid-sized, research intensive university with approximately 2,740 graduate students and 19,100 undergraduate students. The University is located in West Hamilton on an attractive campus measuring 296 acres beside the Royal Botanical Gardens. |
