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
- $108,000
Financial Risk Modelling and Analysis
NSERC · 2020 · Principal investigator
- $24,796
Asset value modelling and portfolio optimization for ETF markets
NSERC · 2015 · Principal investigator
- $55,000
Stochastic Modelling in Finance
NSERC · 2013 · Principal investigator
Financial Risk Modelling and Analysis
Principal investigators: Makarov, Roman
Keywords: asset price modelling; credit risk modelling; occupation time; pricing derivatives; jump diffusion and stochastic volatility models; structural credit risk models; financial data analysis; statistical and machine learning; spectral expansion methods; transform methods
Asset value modelling and portfolio optimization for ETF markets
Principal investigators: Makarov, Roman
Stochastic Modelling in Finance
Principal investigators: Makarov, Roman
Nonlinear diffusion models in financial mathematics
Principal investigators: Makarov, Roman
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.