S. Jaimungal
Department of Statistics and Mathematical Finance Program, University of Toronto

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Sebastian Jaimungal, Ph.D.
Associate Professor
Department of Statistics &
Mathematical Finance Program,
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 Risks.

I currently have an opening for a Post Doctoral Fellow beginning July 1, 2014 (negotiable). Advertisement.

Watch this space for our new book...

Algorithmic and High Frequency Trading, with Álvaro Cartea and Jose Penalva,

Cambirdge University Press, Forthcoming August 2015

Pre-order here.

Algortihmic and High-Frequency Trading