Rogemar Mamon

Department Chair & Faculty Scholar
Professor
Office: WSC 266 [admin] & WSC 209 [research]
Phone: 519-661-2111 x83625
Email: rmamon@uwo.ca


Website

 

Professional designations

  • CSci, The Science Council, UK
  • FIMA, CMath, Institute of Mathematics and Its Applications, UK
  • FHEA, Higher Education Academy, UK

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

  • Xing Gu, PhD (Fin Mod) candidate
  • Heng Xiong, PhD (Fin Mod) candidate
  • Yixing Zhao, PhD (Act Scie) candidate
  • Rui Xiang, MSc (Fin Mod) candidate

HQP Mentoring (Undergrad)

  • Chris D'Onofrio
  • Daniel Livergant

 

Publications