Sebastian Jaimungal

Dr. Jaimungal is the current Director of the professional Masters of Financial Insurance program in the Department of Statistical Sciences at the University of Toronto, teaches in the Mathematical Finance Program, the PhD and MSc programs. He is a co-author of the graduate textbook “Algorithmic and High-Frequency Trading” published by Cambridge University press, and has published numerous academic and industry research articles. Dr. Jaimungal is also the current Chair for the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E), a Managing Editor of Quantitative Finance, an Associate Editor for the SIAM Journal on Financial Mathematics (SIFIN), and the International Journal of Theoretical and Applied Finance (IJTAF). He was a founding board member of the Commodities and Energy Markets Association and now serves on its advisory board.

Articles by Sebastian Jaimungal

Original research

Technical uncertainty in real options with learning

This paper introduces a new approach for incorporating uncertainty in the decision to invest in a commodity reserve.

10 Dec 2018

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