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Wilfrid Laurier University Faculty of Science
January 26, 2015
 
 
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Songbirds in high-tech ‘smart aviaries’ provide clues to social development, Laurier research suggests
(News Release - Jan 20)
Centre for Cold Regions and Water Science receives design award Centre for Cold Regions and Water Science receives design award
(Campus Update - Jan 19)
Laurier honours 2014 teaching award recipients
(Headline - Jan 09)
Laurier researchers receive over $2.7 million in federal social sciences and humanities funding
(News Release - Jan 05)
Louise Dawe wins the Residence Academic Partner Award Louise Dawe wins the Residence Academic Partner Award
(Campus Update - Dec 19)
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People at Laurier

Dr. G. (Joe) Campolieti, Department of Mathematics A main branch of my current and projected research involves the application and development of new analytical and numerical methodologies for pricing and hedging generally exotic options in multidimensional asset space. Due to the numerically intensive nature of pricing path-dependent options, particularly in many underlying dimensions, a significant part of this research involves the development of parallel algorithms to be implemented on the SHARCNET high performance computing (HPC) clusters. HPC, which is largely in its infancy with respect to its use in mathematical finance, is particularly well-suited for tackling such high dimensional simulation problems.

Dr. G. (Joe) Campolieti
Associate Professor; SHARCNET Research Chair 2002-2004,
Department of Mathematics