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

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Sebastian Jaimungal, Ph.D.
Director, Master of Financial Insurance
Department of Statistical Sciences
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 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:

Algortihmic and High-Frequency Trading

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

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