
Research Area: Financial Mathematics
Research Profile: Financial mathematics
Tom Hurd laid the foundation for financial mathematics at McMaster when he initiated Phimac activities in 1998. He is currently Director of the MFM program (MPhimac). After an extensive research career in mathematical physics, he turned to the mathematical study of financial markets in the late 1990s. Since then he has built an international research reputation, with many publications in areas such as portfolio theory, interest rate modeling, and credit risk. His work is currently focussed on modeling systemic risk, that is, the stability of financial networks, and he has recently published a book on the subject. Over the years, he has supervised numerous M.Sc. and Ph.D. research students in financial mathematics, many of whom have moved on to careers in banking.
Financial mathematics, quantum fields
2021/2022
Stats 3D03
MFM 701
MFM 712
2020/2021
MFM 701
2019/2020
MFM 701
MFM 712
2018/2019
MFM 701
MFM 712
2017/2018
Math 1M03
Math 3C03
Math 3D03
2016/2017
Math 2Z03
Math 771
2015/2016
Math 4FM3/6FM3
Math 771
Math 774
2014/2015
Math 774
2013/2014
Math 771
Math 772
Math 774