Dr. G. (Joe) Campolieti
Associate Professor, Mathematics
Contact Information
Email: gcampoli@wlu.caPhone: 519.884.0710 ext.2067
Fax: 519.884.9738
Office Location: Bricker Academic Building, BA549
Office Hours: Tuesday, Thursday: 4:00 - 5:00 pm
Personal Website: http://www.wlu.ca/~wwwmath/faculty/joe/
Academic Background
PhD, McGill University
Biography
Research Interests: Applications of High Performance Computing (HPC) in Mathematical Finance; extensions of Black-Scholes theory; developments of new exactly solvable state dependent pricing models; path integral approaches for complex multidimensional option pricing; applications of jump diffusion processes to finance; Monte Carlo methods.
- Financial Derivatives Pricing Theory
- Risk Modelling And Management
- Pricing Of Path-Dependent Options By Monte Carlo Methods Using High Performance Computing
