Risk Modeling and Financial Trading Strategies, Forecasting Risks and Opportunities for Financial Securities, Probabilistic Modeling for Risk-Informed Decisions


Tom McCurdy holds the Bonham Chair in International Finance and is a Professor of Finance at Rotman (with a status cross-appointment to the Department of Economics). He is the Founder & Academic Director of the BMO Financial Group Finance Research and Trading Lab, and has been an Associate Fellow at CIRANO, and an Associate Editor for the Journal of Financial Econometrics. Recent research includes forecasting correlations; real-time identification of structural breaks and model changes; jump and crash risk; and simulation-based learning. Tom is the co-founder of the RIT market simulator package which includes more than 40 simulation cases which are currently being used by many universities around the globe. He teaches in the MBA, Master of Finance, Masters of Mathematical Finance, Master of Financial Risk Management and Commerce Programs.
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CIRANO Publications by Thomas McCurdy

As an author