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个人简介
Peter's current research focuses on Computational Finance. He is a member of the Editorial Board of Applied Mathematical Finance and the Journal of Computational Finance. During the years 2008-2013, he was the Editor-in-chief of the Journal of Computational Finance.
In recent years, Peter has also carried out research related consulting for such organizations as: SunLife of Canada, NOVA, the Electric Power Research Institute, Smithville Bedrock Remediation Corporation, Los Alamos National Laboratory, Oak Ridge National Laboratory, and HydroGeoLogic.
Peter's research has been funded by such organizations as: Neuberger Berman, the Royal Bank of Canada, Scotiabank, Credit Suisse, Tata Consultancy Services, Morgan Stanley, ITO33, Bell Canada, and the Global Risk Institute.
While at Waterloo, Peter has held such administrative positions as: Associate Chair Graduate Studies (1991-1993), Director of the Institute for Computer Research (1995-1998), Associate (Vice) Director of the Cheriton School of Computer Science (2002-2005), Scientific Director of the Institute for Quantitative Finance and Insurance (2006-2008), and Director (Infrastructure), Cheriton School of Computer Science (2009-11).
Peter is currently a director of Aquanty, a software startup specializing in integrated modelling of three dimensional surface/subsurface water flows. Aquanty specializes in simulating the impact of industrial activity and climate change on water resources.
In recent years, Peter has also carried out research related consulting for such organizations as: SunLife of Canada, NOVA, the Electric Power Research Institute, Smithville Bedrock Remediation Corporation, Los Alamos National Laboratory, Oak Ridge National Laboratory, and HydroGeoLogic.
Peter's research has been funded by such organizations as: Neuberger Berman, the Royal Bank of Canada, Scotiabank, Credit Suisse, Tata Consultancy Services, Morgan Stanley, ITO33, Bell Canada, and the Global Risk Institute.
While at Waterloo, Peter has held such administrative positions as: Associate Chair Graduate Studies (1991-1993), Director of the Institute for Computer Research (1995-1998), Associate (Vice) Director of the Cheriton School of Computer Science (2002-2005), Scientific Director of the Institute for Quantitative Finance and Insurance (2006-2008), and Director (Infrastructure), Cheriton School of Computer Science (2009-11).
Peter is currently a director of Aquanty, a software startup specializing in integrated modelling of three dimensional surface/subsurface water flows. Aquanty specializes in simulating the impact of industrial activity and climate change on water resources.
研究兴趣
论文共 200 篇作者统计合作学者相似作者
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ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATIONno. 1 (2024): 94-128
EUROPEAN JOURNAL OF OPERATIONAL RESEARCHno. 2 (2024): 776-800
arXiv (Cornell University) (2023)
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SIAM J. Financial Math.no. 2 (2023): 407-451
semanticscholar(2021)
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