Research in Mathematical Finance in Canada
Research opportunities for students studying Mathematical Finance.
| University Programs in Canada | Mathematical Finance |
Mathematical Finance Research Areas and Disciplines | |
Current research focuses on a wide range of problems that include asset pricing, credit risk and interest rate modeling. For example, current research in optimal portfolio selection uses convex analysis to study theoretical existence of an optimal choice of asset allocation under general market uncertainty, as well as numerical methods such as Monte Carlo simulations to actually construct such portfolios for given market data.
Credit risk modeling is another hot area of research. Researchers are measuring the risk associated with corporate defaults and creating financial instruments that can be used to protect investors against it. Researchers are also working with software programmers to produce programs that are used to analyze and manage risk.
Others are working on developing ways to mitigate credit risk. This includes experimenting with risk-based pricing and writing covenants into loan agreements. As well, they are working with insurance professionals and actuaries to develop credit insurance and deposit insurance.
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Study and Work in Mathematical Finance in Canada
Study Mathematical Finance in Canada
What is Mathematical Finance? Discover similiar and related programs and universities in Canada offering Mathematical Finance degrees.
Mathematical Finance Admission Requirements
The prerequisites required to become accepted to an undergraduate program in Mathematical Finance.
Graduate Mathematical Finance Admission Requirements
The prerequisites required to become accepted to a graduate and/or postgraduate PhD program in Mathematical Finance.
What Mathematical Finance Students Learn
Topics, subjects and concepts that are covered and overall approach or focus taken for studying Mathematical Finance.
Career and Employment Opportunities in Mathematical Finance
Professions, occupations and careers available to graduates in Mathematical Finance and links to relevant employment resources.
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