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Wilfrid Laurier University Faculty of Science
May 24, 2017
Canadian Excellence
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Laurier student marries physics and forensics through ballistics work at RCMP
(Headline - May 18)
Three-minute talk on using quantum dots to detect tumours lands Laurier graduate student a spot in 3MT national finals
(Headline - May 12)
Laurier researchers working on ways to assess home care for the dying
(Headline - May 11)
Laurier researchers working to make soil healthier in Ontario and China
(Headline - May 10)
Laurier researcher examining components of successful peer support programs
(Headline - Apr 28)
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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