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Wilfrid Laurier University Faculty of Science
October 24, 2014
 
 
Canadian Excellence
 
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Laurier professors win prestigious OCUFA teaching awards
(News Release - Oct 15)
One less thing to do: students move to single sign on One less thing to do: students move to single sign on
(Campus Update - Sep 29)
Seventh annual Laurier Loop fundraising run Sept. 28 Seventh annual Laurier Loop fundraising run Sept. 28
(Campus Update - Sep 24)
Laurier movement disorders centre joins national strategy to fight dementia
(Headline - Sep 18)
Laurier professor selected to join Royal Society of Canada’s College of New Scholars, Artists and Scientists Laurier professor selected to join Royal Society of Canada’s College of New Scholars, Artists and Scientists
(News Release - Sep 16)
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People at Laurier

Dr. G. (Joe) Campolieti, Department of Mathematics A main branch of my current and projected research involves the application and development of new analytical and numerical methodologies for pricing and hedging generally exotic options in multidimensional asset space. Due to the numerically intensive nature of pricing path-dependent options, particularly in many underlying dimensions, a significant part of this research involves the development of parallel algorithms to be implemented on the SHARCNET high performance computing (HPC) clusters. HPC, which is largely in its infancy with respect to its use in mathematical finance, is particularly well-suited for tackling such high dimensional simulation problems.

Dr. G. (Joe) Campolieti
Associate Professor; SHARCNET Research Chair 2002-2004,
Department of Mathematics