This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Wilfrid Laurier University directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $96,000
Solvable and Other Stochastic Models for Risk Modeling and Asset Pricing in Quantitative Finance
NSERC · 2018 · Principal investigator
- $80,000
Financial modelling and derivatives pricing under alternative Stochastic processes
NSERC · 2008 · Principal investigator
- $70,000
Applied mathematical and computational techniques for option pricing and risk management
NSERC · 2003 · Principal investigator
Solvable and Other Stochastic Models for Risk Modeling and Asset Pricing in Quantitative Finance
Principal investigators: Campolieti, Giuseppe
Keywords: Closed-form Spectral Expansions; Financial derivative pricing; First and last passage times; Multidimensional asset pricing; Occupation times; Path dependent option pricing; Risk modeling; Solvable diffusions; Stochastic models; Stochastic processes
Financial modelling and derivatives pricing under alternative Stochastic processes
Principal investigators: Campolieti, Giuseppe
Applied mathematical and computational techniques for option pricing and risk management
Principal investigators: Campolieti, Giuseppe
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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