This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Waterloo directory, so their publications, courses and email address may be missing. Find their university profile.
Latest funding
- $258,000
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
NSERC · 2017 · Principal investigator
- $115,287
Implied volatility surfaces, local volatility models and low dimensional hedging strategies for arithmetic and geometric baskets
NSERC · 2012 · Principal investigator
- $200,000
Numerical methods and software for Hamilton Jacobi Bellman equations in finance
NSERC · 2010 · Principal investigator
Numerical methods for Hamilton Jacobi Bellman equations in computational finance
Principal investigators: Forsyth, Peter
Implied volatility surfaces, local volatility models and low dimensional hedging strategies for arithmetic and geometric baskets
Principal investigators: Forsyth, Peter
Numerical methods and software for Hamilton Jacobi Bellman equations in finance
Principal investigators: Forsyth, Peter
Numerical solution of partial integro differential equations in finance
Principal investigators: Forsyth, Peter
Numerical solution of partial differential equations in finance
Principal investigators: Forsyth, Peter
Canadian Water Network/Réseau canadien de l'eau
Principal investigators: Servos, Mark
Computational finance: Algorithms for option pricing hedging
Principal investigators: Forsyth, Peter
New computational approaches for modelling integrated surface water-groundwater systems.
Principal investigators: Sudicky, Edward
Numerical solution of nonlinear partial differential equations
Principal investigators: Forsyth, Peter
Infrastructure support for the Insitute for Computer Research
Principal investigators: Forsyth, Peter
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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