Traian Pirvu
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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

2017/2018
Math 2X03
Math 3FM3
Math 4FM3/6FM3

2016/2017
Math 2FM3
Math 3FM3
Math 4FM3/6FM3

2015/2016
On Research Leave

2014/2015
Math 2T03

2013/2014
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