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 2X03
Math 3FM3
Math 4FM3/6FM3

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

On Research Leave

Math 2T03

Math 2T03
Math 3FM3

Currently Supervising
Oumar Mbodji (PhD Math)
Jin Zeng (MSc Math)

Past Students:
Priscilla Gambrah (MSC Math)

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McMaster University - Faculty of Science | Math & Stats