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Wilfrid Laurier University Faculty of Science
February 10, 2016

Canadian Excellence
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Laurier professor Eileen Wood receives prestigious 3M National Teaching Fellowship Laurier professor Eileen Wood receives prestigious 3M National Teaching Fellowship
(News Release - Feb 05)
Laurier students to attend UN celebration of the first International Day of Women and Girls in Science Laurier students to attend UN celebration of the first International Day of Women and Girls in Science
(News Release - Feb 04)
Laurier computer science students victorious at Waterloo Hacks 2016 Laurier computer science students victorious at Waterloo Hacks 2016
(Campus Update - Jan 27)
Laurier professor Anne Wilson named Canadian Institute for Advanced Research Successful Societies Fellow Laurier professor Anne Wilson named Canadian Institute for Advanced Research Successful Societies Fellow
(News Release - Jan 18)
Dean of coaches on farewell tour through Ontario conference
(Headline - Jan 15)
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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