Alexey Rubtsov, Toronto Metropolitan University

Research

Carbon abatement Climate change modelling Estimation and Calibration in Finance Financial mathematics Model uncertainty Non-Knightian uncertainty Partial Differential Equations Portfolios of financial assets

Latest funding

Hedge fund volatility modelling****
NSERC · 2018 · Principal investigator
$25,000
A Financial Mathematics Approach to Climate Change Risk
NSERC · 2018 · Principal investigator
$12,500
A Financial Mathematics Approach to Climate Change Risk
NSERC · 2018 · Principal investigator
$161,000

All 3 grants and awards

Hedge fund volatility modelling****

Principal investigatorNSERC2018Engage Grants Program

Principal investigators: Rubtsov, Alexey

$25,000

A Financial Mathematics Approach to Climate Change Risk

Principal investigatorNSERC2018Discovery Launch Supplement

Principal investigators: Rubtsov, Alexey

$12,500

A Financial Mathematics Approach to Climate Change Risk

Principal investigatorNSERC2018Discovery Grants Program - Individual

Principal investigators: Rubtsov, Alexey

Keywords: climate change modelling; financial mathematics; carbon abatement; model uncertainty; portfolios of financial assets; social welfare; non-knightian uncertainty; stochastic processes; estimation and calibration in finance; partial differential equations

$161,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Subject: Prospective PhD student: Carbon abatement Dear Professor Rubtsov, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on carbon abatement connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]