DOCTORAL STUDENTS

Amanda Luo, Ph.D. student, Math Finance. Ongoing ( Supervisor: Prof. Luis Seco)

H. Arian, Ph.D. student at the Mathematics Department, Thesis topic: Stochastic correlation in Credit Risk. Expected date of completion: 2009. ( Supervisor: Prof. Luis Seco)

B. Bobey, Ph.D. student at the Rotman School of Management, jointly supervised with Prof. Hull and Prof. White. Thesis topic: Credit Risk. Expected date of completion: 2008.

J. Hernandez, Ph.D. obtained in September 2006. Thesis title: “Ergodic properties of some Hidden Markov Models with applications to Mathematical Finance”. Present position: Assistant Professor, ITAM (Mexico).

U. Ansejo, Ph.D. obtained in 2006, Department of Physics, Universidad del Pais Vasco, joint supervision with Prof. A. Vergara.

E. Elkhodiry, Ph.D. obtained in 2006, Department of Chemical Engneering, joint supervision with Prof. J. Paradi.

M. Pollanen, Ph. D. degree obtained in 2005. Thesis title: “Low discrepancy sequences in probability spaces”, Present position: Trent University.

A. de los Santos, “A Mathematical treatment of liquidity risk management”, Ph.D. degree obtained in 2005. Present position: Banco de Mexico.

M. Escobar, Ph.D. degree obtained in 2004. Thesis title: “The mathematics of commodities markets”. Present position: postdoctoral fellow, University of Toronto.

N. Hernandez, Ph. D. degree obtained in 2002. Thesis title: “Applications of Descriptive Measures in Risk Management” Present position: Risk Manager, Toronto Dominion Bank.

M. Pivato, Ph. D. degree obtained in 2001. Thesis title: “Analytical techniques for multivariate Levy distributions”. Present position: Associate professor, Trent University.

I. Dominguez, Ph. D. Student (School of Business, Univ. de Extremadura, Spain). Research Area: Risk Management in Actuarial Science. Joint with Prof. Manuela Bosch Princep, Universidad de Barcelona. Degree obtained in 2001. Present position: Associate Professor, Universidad de Extremadura.

D. Saunders, Ph. D. degree obtained in 2001. Thesis title: “Mathematical Problems in the theory of incomplete markets” Present position: Assistant Professor, University of Pittsburgh.

Zhan Yi, Ph. D. degree obtained in 2000. Thesis title: “Viscosity Solutions of Nonlinear Degenerate Parabolic Equations and Several Applications”, Present position: Consultant, Octane High Performance E-Business