Ting-Kam Leonard Wong

Assistant Professor

Department of Statistical Sciences
University of Toronto
St George office: Stewart Building, Room 410A

Department of Computer and Mathematical Sciences
University of Toronto Scarborough
UTSC office: Instructional Centre, Room 345

E-mail: tkl.wong"at"utoronto.ca




About me

I am an assistant professor at the Department of Computer and Mathematical Sciences, University of Toronto Scarborough and the Department of Statistical Sciences, University of Toronto. I work mainly on probability and mathematical finance.

Before joining U of T in July 2018, I was a non-tenure track assistant professor in financial mathematics at the Department of Mathematics, University of Southern California. I received my PhD in Mathematics from University of Washington in 2016 under the supervison of Soumik Pal. I also completed an MPhil in Mathematics at The Chinese University of Hong Kong under the guidance of Ka Sing Lau.

Research

Research interests: Mathematical finance, probability, optimal transport, information geometry, and their applications.
You are encouraged to visit my arXiv and Google Scholar profiles.

My research is partially supported by NSERC Grant RGPIN-2019-04419.

Working papers and preprints

Accepted and published papers

Other manuscripts and works


I reviewed papers for the following journals: Annals of Applied Probability, Finance and Stochastics, Computational and Applied Analysis, Information Geometry, Pure and Applied Analysis, SIAM Control and Optimization, Mathematics (MDPI).


Teaching

Current courses
Previous courses

Talks