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...
and High Frequency Trading, with Álvaro Cartea and Jose Penalva,
Cambirdge University Press, Forthcoming August