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 Chair (former Vice Chair; 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.
I will be speaking at the following upcoming conferences:
Research in Options - RiO 2016 Rio De Janeiro, Brazil, Nov 25 - Dec 1, 2016
Market Microstructure : Confronting many viewpoints, Paris, France, Dec 6 - Dec 9, 2016
Winter Workshop on Operations Research, Finance and Mathematics, Sapporo, Japan, Feb 20-24
Commodity and Energy Markets Annual Meeting, Oxford University, UK, June 14-15, 2017