Sebastian Jaimungal, Ph.D.
University of Toronto
sebastian [dot] jaimungal [at] utoronto.ca
Welcome to my homepage. Here
you can find information about my research, the courses that I
teach and sample consulting projects. As you will see, although
my formal training was in Theoretical Physics, my current
research interests span Mathematical Finance, Financial
Engineering and Actuarial Science.
I am currently the Associate Chair of
Graduate Studies for the Department of Statistics (Statistical
Sciences) and I am heavily involved in the Mathematical Finance
Program at the University of Toronto.
I am the current Vice Chair (and former
Program Director) for the SIAM activity group in Financial
Mathematics and Engineering (SIAG/FM&E) and
I am an Associate Editor for the SIAM Journal on
Financial Mathematics (SIFIN), the International
Journal of Theoretical and Applied Finance (IJTAF) as well
as a member of Editorial board of the Journal of
Watch this space for our new book...
Algorithmic and High Frequency Trading, Á.
Cartea, S. Jaimungal and J. Penalva, Cambridge University
Press, Forthcoming Fall 2015.