Roman Makarov
Professor, Mathematics
rmakarov@wlu.ca
Waterloo, Ontario
Faculty of Science
Roman Makarov is an expert in computational/high-performance finance, mathemetical finance, Monte Carlo methods and stochastic modelling.
Areas of Expertise
- Algorithms and Computational Complexity
- Mathematics (Applied and Pure)
Biography
I received my PhD in Computational Mathematics from the Russian Academy of Sciences in 2000 and my MSc in Applied Mathematics from Novosibirsk State University in 1997. I joined Laurier in 2003, initially working as a postdoctoral fellow in the Department of Mathematics for three years. In 2006, I started a tenure-track position as an Assistant Professor. Prior to joining Laurier, I held the position of Assistant Professor of Mathematics at Siberian State University of Telecommunications and Informatics and was a senior research fellow at the Laboratory of Monte Carlo Methods at the Institute of Computational Mathematics and Mathematical Geophysics in Novosibirsk, Russia.
Languages
- English
- Russian