Robert
J. Elliott DSc , PhD , MA BA
RBC Financial Group Professor of Finance
RBC Financial Group Professor of Finance
|
Robert
J. Elliott DSc , PhD , MA BA
RBC Financial Group Professor of Finance
|
|
| Mailing
Address |
University |
||
| Office |
Room
#154 Scurfield Hall |
||
| Phone |
403-220-5540 |
||
| Fax | 403-770-8104 | ||
| Email |
|||
| Education | BA (Oxford University) MA (Oxford University) PhD (Cambridge University) ScD (Cambridge University) |
||
| Area
of Specialization |
My recent work concerns stochastic processes and their applications
in finance and engineering. In finance my current areas of interest include
American options, term structure, the estimation of volatility and value
at risk. In electrical engineering one is concerned with the optimal estimation
of signals observed in noise. Applications of stochastic calculus and hidden
Markov models gives rise to filters, smoothers and predictors. |
||