Letitia Golubitsky

Adjunct Professor
Industry professional at big 5 Canadian banks (2012-present)
Ph.D. Mathematics, Western University, 2011
Office: WSC 214A
Email: lbanu2@uwo.ca


 

Education

  • Ph.D. Mathematics, Western University, 2011
  • MSc Financial Mathematics, McMaster University, 2012
  • MSc Mathematics, Queen's University, 2006
  • MSc Mathematics, University of Bucharest, 2002
  • BSc Mathematics,  University of Bucharest, Romania, 2001

Research Areas

  • Commodities modeling: crude oil, natural gas, base metals and precious metals
  • Counterparty Credit Risk and Market Risk, Monte Carlo exposure models and Model Calibration
  • Valuation models for trading derivatives
  • Machine learning applied to finance

Graduate and Undergraduate Students Supervision

  • Shiv Sachdeva (MFE) accepted for PhD 
  • Alexandru Caraman (CS & Ivey Business School  dual-major)

Publications

  • [1] Letitia Golubitsky, Betti numbers, Descent systems, Toric Varieties, Journal of Communications in Algebra. volume 40, 2012, issue 6.
  • [2] Whitepaper, Office of the Superintendent of Financial Institutions (OSFI), Financial Industry Forum on Artificial Intelligence: A Canadian Perspective on Responsible AI, April 2023