David Saunders, University of Waterloo

Research

quantitative risk management climate risk stress testing portfolio optimization stochastic optimization conditional simulation risk measurement dependence structures

Latest funding

Mathematical Methods for Climate Risk Management
NSERC · 2024 · Principal investigator
$38,000
Applications of Stochastic Optimization in Finance and Insurance
NSERC · 2017 · Principal investigator
$168,000
Mathematics of Quantitative Risk Management under Uncertainty
NSERC · 2012 · Principal investigator
$75,000

All 5 grants and awards

Mathematical Methods for Climate Risk Management

Principal investigatorNSERC2024Discovery Grants Program - Individual

Principal investigators: Saunders, David

Keywords: quantitative risk management; climate risk; stress testing; portfolio optimization; stochastic optimization; conditional simulation; risk measurement; dependence structures

$38,000

Applications of Stochastic Optimization in Finance and Insurance

Principal investigatorNSERC2017Discovery Grants Program - Individual

Principal investigators: Saunders, David

$168,000

Mathematics of Quantitative Risk Management under Uncertainty

Principal investigatorNSERC2012Discovery Grants Program - Individual

Principal investigators: Saunders, David

$75,000

Stochastic optimization in mathematical finance

Principal investigatorNSERC2007Discovery Grants Program - Individual

Principal investigators: Saunders, David

$75,000

Computation of the optimal exercise boundary for the American put option

Principal investigatorNSERC2005Discovery Grants Program - Individual

Principal investigators: Saunders, David

$16,000

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

Mention their NSERC grant from 2024

Subject: Prospective PhD student: quantitative risk management Dear Professor Saunders, 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 quantitative risk management connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Mathematical Methods for Climate Risk Management" (2024), and I would be glad to contribute to work in that direction. 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]