Advisory Board

The Mapleridge Advisory Board is composed of prominent professors from prestigious universities in Canada and the United States. The board provides a powerful fusion of experience and nontraditional thinking that is the hallmark of the Mapleridge approach. They act as a sounding board to our Product Invention Group, challenge us to step outside of our boundaries and inspire our people to prove the improbable.

Matt Davison is Canada Research Chair in Quantitative Finance and Professor in the Departments of Applied Mathematics and of Statistical & Actuarial Sciences at the University of Western Ontario, where he directs the quantitative finance research group comprising 5 other faculty and approximately 20 graduate students.  Professor Davison also teaches financial modelling at the Richard Ivey School of Business.  Professor Davison  leads the multi-university Modelling Trading and Risk in the Market project of  MITACS, a Canadian Mathematics Network of Centres of Excellence.  Before becoming an academic in 1999,  Professor Davison was assistant vice president in Deutsche Bank Canada's equity arbitrage group and has recently served as the chair of Western's academic pension committee.

Professor Davison's research is in the area of quantitative finance and in the application of real options valuation to problems in energy finance, defence science, and medicine. He is the author of 44 refereed publications and has graduated 13 Master's students and 7 PhD students from his research group. These students are currently working across industry, academia, and government.

Sebastian Jaimungal received his Ph.D. in Theoretical Physics from the University of British Columbia and completed Post Doctoral Fellowships at the University of Toronto’s Mathematics Department and the prestigious Fields Institute for Research in Mathematical Sciences. Problems at the interface of Quantitative Finance and Actuarial Science later piqued his interest and he is now an Associate Professor in Mathematical Finance at the University of Toronto’s Department of Statistics. Previously, Professor Jaimungal held the post of Associate Director of the highly competitive and successful Masters of Mathematical Finance Program and continues to teach there.

Currently, his varied interests are mostly of an applied probability nature and include applied stochastic optimal control; stochastic modeling of commodities; Levy processes and regime switching for derivative valuation; credit derivatives; and high frequency data modeling. He has authored over 30 articles in top tier research journals and has served on several Scientific Committees such as the Bachelier Finance Society World Congress among many others. Professor Jaimungal has graduated 11 Ph.Ds with focus in Mathematical and Computational Finance and Actuarial Science. These highly skilled individuals are now employed as academics and industry practitioners.

Mikhail Kapranov is the Department of Mathematics Chairman and an esteemed Professor at Yale University. Prior to Yale, Professor Kapranov was a Professor at the University of Toronto and Northwestern University. His research interests include algebraic geometry, representation theory and mathematical physics. Professor Kapranov has authored over 75 publications related to these topics. He received his B.S. from Moscow University (1982) and Ph.D. from Steklov Institute of Mathematics (1988).