Mathematics is

the language that

computers speak

 

director of RiskLab

A University research laboratory established in 1996, conducts research in quantitative finance, with special focus on asset management, machine learning, data science, credit risk, blockchains and the economic aspects of COVID-19

 

 

director of MMF

Established in 1998, The Master’s Program in Mathematical Finance (MMF). Listed 7’th in the world in the Risk.net rankings,  it remains at the forefront of training in quantitative finance. MMF is a boutique Program admitting a select number of students each year who will move through the Program as one cohort. The exclusive nature of our Program means that students will learn in smaller class sizes, have the opportunity to build lasting bonds with their classmates and work in industry-like teams to complete projects and presentations.

Education, investing, research and innovation

My academic career started at Princeton University in 1985, and landed at the University of Toronto in 1992 after a short but delightful stay at the California Institute of Technology.

Through the creation of Sigma Analysis & Management in 1999, the GGSJ Centre of Digital Management and Technology Innovation and Angelstar GmbH in 2018, I have always attempted to leave an application footprint of my academic activities, to assist companies and individuals address challenges and achieve their objectives.

 

 

 


in the media

 

The Ubiquity of Mathematics

From a tool to understand the world around us, to the language that machine speak, Mathematics has evolved over time to become our companion no matter what we do.

 

hedge funds

New investor trends demand enhanced transparency, risk management in real time, fee alignment, cost control and in short, a new way to invest that is redefining the asset management industry.

 

Investing and risk

A love hate relationship, you can’t invest without taking risks, and the risks you take determine the profitability to expect. This is the maxim driving quantitative finance innovation today.