Sebastian Jaimungal, Ph.D.
Director, Master of Financial Insurance
Statistical Sciences &
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 Director of our new Masters
of Financial Insurance program in the Department of
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), High Frequency, Journal of
Risks and Argo. As well, I am a founding board member of the Commodities and Energy Markets Association.
and High Frequency Trading, with Álvaro Cartea and
Cambridge University Press, now
Order here from CUP
Order here from Amazon.co.uk
Order here from Amazon.com
here for the book website where you can find data,
code and other materials related to the book.