The University of Western Ontario 
Department of Statistical and Actuarial Sciences

Department of Statistical & Actuarial Sciences

 

Rogemar S. Mamon

 
          

         

 


TEACHING and MENTORING                    

 

Graduate & Undergrad Student Supervision

 

Thesis Exam Committee

 

Courses Previously Taught

 

Current Teaching-UWO Courses

Courses offered for Winter 2014 (January-April 2014)

o     SS 3520B (Financial Modelling)

o     SS 4521G/FM 9521B (Advanced Financial Modelling)

o     FM 9561B (Special Topics in Mathematical Finance)

This course focuses on interest rate modelling under a stochastic environment.

If time permits, a brief intro to credit risk modelling is presented. A background

in stochastic analysis (FM 9591A) is recommended.

 

Back to Main Page.