THOMAS F. COLEMAN | Dean, Faculty of Mathematics

THOMAS F. COLEMAN
Dean, Faculty of Mathematics
Professor, Combinatorics and Optimization

News

For an update from the Faculty press Faculty of Mathematics.

Upcoming research presentations/meetings include:

Recent research presentations include:

Practical Optimization for Finance at the Southern Ontario Numerical Analysis Day, May 2006,
Minimizing CVaR and VaR for a Portfolio of Derivatives at the Fields Institute, May 31, 2006.

Research Program

My research program is concerned with the design and understanding of practical and efficient numerical algorithms for continuous optimization problems. My primary interest is the development of computational methods and tools for large-scale problems with emphasis on applications of computational finance. Specific interests include the computation of implied volatility surfaces from option prices, hedging techniques, index tracking, portfolio optimization, and the use of parallel computing techniques in computational finance.