Traian Pirvu
Profile Photo
Associate Professor
HH 413
(905) 525 9140 ext. 27108
(905) 522-0935

Research Area: Financial Mathematics

Research Profile: My main research lie in the area of financial mathematics with a special emphasis on optimal investment and pricing in incomplete markets. My projects are on equilibrium pricing of non tradable risks, optimal portfolio selection with regulatory constraints and time consistent portfolio management.

Financial Mathematics

Math 1MP3
MFM 711

Math 1MP3
Math 3FM3
MFM 711

Math 2X03
Math 3FM3
Math 4FM3/6FM3

Math 2FM3
Math 3FM3
Math 4FM3/6FM3
Math 774

On Research Leave

Math 2T03
Math 771
Math 775

Math 2T03
Math 3FM3
Math 775

Currently Supervising:
Pengfei (Frank) Cai (MSc Stats) 
Andrew Duquette (MSc Math)
Pouya Hosseini Vajargah (MSc CSE)
Shuai Zhang (MSc Stats) 

Past Students:
Priscilla Gambrah (MSc Math)
Oumar Mbodji (PhD Math)
Raphael Yan (PhD) 
Jin Zeng (MSc Math)

Go Back
McMaster University - Faculty of Science | Math & Stats