Rogemar Mamon


Professor
Office: WSC 170 (On leave: 01 July 2019 - 30 June 2020)
Phone: 519-661-2111 x83625
Email: rmamon@stats.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

                     Postgrad Researcher

  • Yixing Zhao, PhD (Act Scie)

                    PhD students

  • Xing Gu, PhD (Fin Mod) canddate
  • Yuying Li, PhD (Act Scie) candidate
  • Pramod Rao, PhD (Fin Mod) candidate
  • Yiming Huang, PhD (Act Scie) candidate
                    Exchange PhD students
  • Marierose Chavez, visiting PhD (Maths) cand, UP Diliman, Phils
  • Jonathan Mamplata, visiting PhD (Maths) cand, UP Diliman, Phils
                    Thesis-based MSc students
  • Yiyang Chen
  • Francesco Barile, visiting thesis-based MSc (Fin Mod) cand, U of Calabria, Italy
                    MSc students
  • Geoffrey Brown, MSc (Fin Mod) candidate
  • Jonathan Jones, MSc (Fin Mod) candidate
  • TBN, MSc (Fin Mod) candidate

 

HQP Mentoring (Undergrad)
  • Chris D'Onofrio, Hons BSc (Fin Mod), expected 2019

 

 

PUBLICATIONS