Sebastian Jaimungal

Sebastian Jaimungal

First Name: 
Sebastian
Last Name: 
Jaimungal
Title: 
Professor
Office Location : 
Ontario Power Building, 700 University Avenue, Room: 9102, Toronto, ON M5G 1Z5
Biography : 

Prof. Jaimungal is the director of the professional Masters of Financial Insurance Program. He is a Fields Institute Fellow and the former chair of the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E). He acts on several editorial boards including Quantitative Finance and the SIAM Journal on Financial Mathematics. His research interests lie in mathematical finance and ranges over a variety of topics including machine learning, reinforcement learning, mean field games, stochastic control, and algorithmic trading, and commodity and energy markets.

Personal Website: 
http://sebastian.statistics.utoronto.ca/

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Research Area:

Areas of Interest: 
  • Reinforcement Learning
  • Mean Field Games
  • Algorithmic Trading
  • Stochastic Control
  • Energy & Commodity Markets

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Meta Description: 
Sebastian Jaimungal is a professor at the U of T Department of Statistical Sciences & the director of the Masters of Financial Insurance program.