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.


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