Professor and Chair Department of Statistical and Actuarial Sciences LondonOntarioCanada
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.