Department of Mathematics and Statistics at the Faculty of Science
University of Calgary
Anatoliy Swishchuk
- Professor
- Applied Mathematics
Office Hours
| Monday | Tuesday | Wednesday | Thursday | Friday | Saturday | Sunday |
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| - | 11a‑12p | - | 11a‑12p | - | - | - |
Research Interests
Currently Teaching
| W2013 - AMAT 583 - Computational Finance | ||||||||||
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| W2013 - AMAT 601.24 - Topics in Applied Mathematics | ||||||||||
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| W2013 - AMAT 683 - Computational Finance | ||||||||||
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| W2013 - STAT 601.24 - Topics in Probability and Statistics | ||||||||||
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Publications
Book
- Swishchuk, Anatoliy and Wu, Jianhong. Evolution of Biological Systems in Random Media: Limit Theorems and Stability Kluwer Acad. Publ., 2003.
- Swishchuk, Anatoliy. Random Evolutions and Their Applications. New Trends Kluwer Acad. Publ., 2000.
- Swishchuk, Anatoliy. Random Evolutions and Their Applications Kluwer Acad. Publ., 1997.
- Swishchuk, Anatoliy and Korolyuk, V. S.. Evolution of Systems in Random Media CRC Press, 1995.
- Swishchuk, Anatoliy and Korolyuk, V. S.. Semi-Markov Random Evolutions Kluwer Acad. Publ., 1995.
- Swishchuk, Anatoliy and Korolyuk, Vladimir S.. Semi-Markov Random Evolutions Kluwer Academic Publishers, 1992.
Conference Proceedings
Journal Paper
- Swishchuk, Anatoliy and Kazmerchuk, Yuriy and Wu, Jianhong. The Pricing of Options for Security Markets with Delayed Response 2006.
- Swishchuk, Anatoliy. Modeling and Pricing of Variance Swaps for Multi-Factor Stochastic Volatilities with Delay' 14.4 2006. 441-469.
- Swishchuk, Anatoliy. Modeling and Pricing of Variance Swaps for Stochastic Volatilities with Delay 19.2 2005. 63-73.
- Swishchuk, Anatoliy and Kazmerchuk, Yuriy and Wu, Jianhong. A Continuous-time GARCH model for stochastic volatility with delay 13.2 2005.
- Swishchuk, Anatoliy. Modeling of Variance and Volatility Swaps for Fiancial Markets with Stochastic Volatility September Issue.2 2004. 64-72.
Degrees
- 1984 - Ph.D. - Institute of Mathematics, Kiev, Ukraine
- 1979 - M.Sc. - Institute of Mathematics, Kiev, Ukraine
- 1992 - D.Sc. - Institute of Mathematics, Kiev, Ukraine
Students
Masters Students:
Ph.D. Students:
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