Roman Makarov

Roman Makarov is a Professor in the Department of Mathematics at Wilfrid Laurier University, specializing in Mathematical Finance and Computational Methods. His research focuses on asset price models, derivative pricing, credit risk, and the application of Monte Carlo methods. He is affiliated with the Faculty of Science and teaches courses in financial mathematics and stochastic processes. Dr. Makarov's work integrates numerical methods and high-performance computing to address challenges in computational finance. His office is located at LH3049, and he is reachable via rmakarov@wlu.ca.

Research Interests: His ongoing projects include developing solvable diffusion models, analyzing systemic risk components in financial securities, and advancing statistical learning strategies for trading. He explores the intersection of stochastic processes with real-world financial applications, emphasizing both theoretical rigor and computational feasibility.

Publications: His recent work spans 2024-2018, covering topics like spectral expansions for credit risk, multi-asset jump-diffusion models, and high-frequency statistical modelling. These publications highlight his focus on bridging mathematical theory with practical financial applications.

Awards: No specific awards are listed in the provided materials.

Advising & Grants: While student advisees are not listed, his research interests suggest active involvement in supervising graduate students in mathematical finance and computational methods. Grant details are not specified here.

Labs/Teams: No specific lab affiliations are mentioned, though his research likely involves collaborations within the Department of Mathematics and interdisciplinary groups at Wilfrid Laurier University.