Associate Professor, Ph.D. (Carnegie Mellon)
Dept. of Mathematics & Statistics, McMaster University
1280 Main Street West
Canada L8S 4K1
905-525-9140, ext. 27108
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.