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, . Cartea, S. Jaimungal and J. Penalva, Cambridge University Press, Forthcoming Fall 2015.

Algortihmic and High-Frequency Trading