Tahir Choulli

Professor Tahir Choulli is a faculty member in the Department of Mathematics & Statistical Sciences at the University of Alberta, specializing in Mathematical Finance and Stochastic Analysis. He holds the rank of Professor and is actively involved in teaching advanced courses such as MATH 356/357, MATH 415, and MATH 515, focusing on mathematical finance fundamentals, arbitrage theory, and stochastic processes.

His research interests include Arbitrage Theory, Risk Quantification, Backward Stochastic Differential Equations, and Mathematical Insurance. He has been a keynote speaker at prestigious events like the Bachelier Colloquium and international workshops honoring Nobel laureates in Economics. His work bridges theoretical stochastic analysis with practical applications in finance and insurance.

Recent publications emphasize Optimal Stopping Problems, Random Horizon Models, and Log-Optimal Portfolios, reflecting advancements in stochastic control and financial risk management. Over 40+ peer-reviewed articles highlight contributions to martingale representation, arbitrage-free pricing, and risk-minimization strategies.

Choulli has advised graduate students in stochastic finance and maintains active collaborations in academic networks. His work is supported by rigorous mathematical frameworks and addresses contemporary challenges in financial markets and insurance systems.