معرفی
Thomas McCurdy is a Professor of Finance at the University of Toronto's Rotman School of Management and holds the Bonham Chair in International Finance. He has a status-only cross-appointment to the Department of Economics. McCurdy founded the Financial Research and Trading Lab in 1999, later expanded as the BMO Financial Group Finance Research and Trading Lab in 2013. His expertise spans asset pricing, capital markets, and simulation-based learning pedagogy.
- PhD, University of London (LSE)
- MA, University of British Columbia
- Honours BA, University of Guelph
McCurdy's research focuses on asset pricing, capital markets, and financial institutions. He has pioneered simulation-based learning tools, including co-developing the RIT Market Simulator package with over fifty decision cases used globally. His recent work includes textual analysis of stock return jumps, probabilistic modeling of regime changes during crises, nonlinear pricing kernels for risk, and real-time structural break detection.
McCurdy has served as an Associate Editor for the Journal of Financial Econometrics and an Associate Fellow at CIRANO Research Institute. He teaches courses in MBA, Master of Finance, Master of Financial Risk Management, and Commerce programs, emphasizing quantitative modeling and risk-informed decision-making.
- BMO Financial Group Finance Research and Trading Lab (Founded 1999, Expanded 2013)
- RIT Market Simulator package co-developer
- Best Research Paper Award
- Best Teaching Award
