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 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) as well as a member of Editorial board of the

Journal of Risks and Argo.

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

Cambridge University Press, now available!

Order here from CUP

Order here from Amazon.co.uk

Pre-Order here from Amazon.com

Click here for the book website where you can find data, code and other materials related to the book.

Algortihmic and High-Frequency Trading