Associate Professor, Ph.D. (Northwestern)
Dept. of Mathematics & Statistics, McMaster University
1280 Main Street West
Canada L8S 4K1
905-525-9140, ext. 23409
Research Area: Financial Mathematics
Research Profile: Financial Mathematics
My research interests concern the mathematical modelling and analysis of problems in the area of quantitative finance. Of particular interest to me are problems that arise in credit risk, including issues of correlation, counterparty exposure, and capital assessment and allocation.