Marcos Escobar-Anel

Associate Professor
Office: WSC 282
Phone: 519-661-2111 x84106

Ph.D. University of Toronto, 2004


Research Areas

  • Stochastic Processes: Multivariate, Stochastic Covariance, First passage time
  • Financial Mathematics: Pricing exotic products, Dynamic portfolio optimization
  • Statistics: Estimation stochastic processes. Biostatistics

Graduate Students Supervision

  • Lin Fang (M.Sc.)
  • Ehsan Ghiasi (M.Sc.)
  • Zhenxian Gong (Ph.D.)
  • Grayson Gray (M.Sc.)
  • Mahmoud Sharkawi (Ph.D.)
  • Andreas Lichtenstern (Ph.D., Technical University Munich, TUM)
  • Markus Wahl (Ph.D., TUM)
  • Yevhen Havrylenko (M.Sc.-Ph.D., TUM)

 Research Funding Source(s)

NSERC Discovery Grant, 2014-2019
WSS-SERB Accelerator, UWO 2018
IFISID, Montreal Institute of Structured and Derivatives, 2018-2019