Adam Kolkiewicz

Dr. Adam Kolkiewicz is a Professor Emeritus in the Department of Statistics and Actuarial Science at the University of Waterloo. His research focuses on financial mathematics, risk management, and computational methods for actuarial science.

He develops stochastic models for pricing financial derivatives like Bermudan options and reverse mortgages. His work includes numerical techniques for high-dimensional problems in finance, such as low-discrepancy mesh methods and Monte Carlo simulations.

Dr. Kolkiewicz maintains consulting activities with financial institutions and has professional recognition as a Chartered Professional Engineer. His publications appear in Quantitative Finance, Insurance Mathematics and Economics, and Journal of Computational Finance.