Site Accessibility Statement
Wilfrid Laurier University Faculty of Science
October 20, 2017
Canadian Excellence
RSS Feed


Laurier students who worked on LGBTQ+ study say many challenges still exist in Waterloo Region
(Headline - Oct 05)
Laurier opening new research office in Yellowknife
(Headline - Sep 25)
Laurier opening new research office in Yellowknife
(Headline - Sep 19)
Federal environmental scientist to work with Laurier to enhance northern aquatic ecosystems research
(Headline - Sep 13)
Laurier researchers receive $1.2 million in funding from Natural Sciences and Engineering Research Council
(Headline - Sep 13)
More Headlines

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