University of Waterloo Computational Finance Project

The Computational Finance Project is currently funded by the Natural Sciences and Engineering Research Council of Canada and a variety of industry participants. Past and present industry sponsors include Scotiabank, Royal Bank of Canada, Bell University Labs, Sun Life, ITO33 (Paris), TATA Consulting Services (Mumbai), Credit Suisse (New York), and Morgan Stanley (New York).

This project brings together faculty members in Computer Science, Finance, and Statistics and Actuarial Science. It is focused on computational problems in finance. We believe that this group is unique, with strengths in numerical and symbolic computation, finance and actuarial science.

Recent publications and technical reports can be found under the Web pages of the individual faculty listed below.

Current Faculty

Current Projects