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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)

Associate Professor

Dr. Rogemar Mamon
Office WSC 209
Phone519-661-2111 ext 83625
Website http://www.stats.uwo.ca/faculty/rmamon

PhD, University of Alberta, CA
FHEA, Higher Education Academy, UK
CSci, The Science Council, UK
FIMA, CMath, Institute of Mathematics and Its Applications, UK
Courses offered in current school year
Course Course Title Outline Term
FM9521B001* Financial Modelling II GO B
FM9561B001 Fixed Income Modelling GO B
SS3520B001 Financial Modelling I GO B
SS4521G001* Advanced Financial Modelling GO G
* is a combined undergraduate/graduate course

Research Areas
  • Quantitative finance
  • Applications of stochastic processes to financial and actuarial modelling
  • Optimal estimation of Markov-modulated models: filtering, smoothing and prediction

Graduate Students Supervision