FEATURED AUTHOR
Matt Davison
I have varied research. In Energy finance I study the optimal control of energy assets and the economic analysis of green energy sources. In quantitative risk management my main interests are in pricing and hedging options, particularly on a large number of underlying assets. In applied operations research/, I help organizations in industry, government, and health care solve problems ranging from cancer treatment optimization to the detection of naval mines.
Education
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Ph.D. Applied Mathematics, University of Western Ontario, 1995
M.Sc. Applied Mathematics, University of Western Ontario, 1993
B.A.Sc., Engineering Science (Geophysics), University of Toronto, 1991
Areas of Research / Professional Expertise
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Quantitative Finance
Energy Finance
Applied Operational Research
Industrial Mathematics
Differential Equations
Personal Interests
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The outdoors. Sports. All music, from 80s rock to Gregorian chant. Hanging out with my family.
Books
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