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Wilfrid Laurier University School of Business & Economics
September 1, 2014
 
 
Canadian Excellence
Dr. Joe Campolieti

Dr. G. (Joe) Campolieti

Associate Professor, Mathematics

Contact Information
Email: gcampoli@wlu.ca
Phone: 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