Tony Ware

Associate Professor and Director of the Mathematical and Computational Finance Laboratory
in the Department of Mathematics and Statistics
at the University of Calgary

Room: MS 586, Math Science Building
2500 University Drive NW
Calgary, Alberta
Canada. T2N 1N4
Tel: (+1 403) 220 7200
Fax: (+1 403) 282 5150
aware@ucalgary.ca

Welcome to my home page

I am an associate professor in the Department of Mathematics and Statistics at the University of Calgary. I've been in Calgary since the fall of 1997, and on faculty since the summer of 2000. Before coming to Calgary I was in the Department of Mathematical Sciences in Durham, and before that in the Oxford University Computing Laboratory, where I completed my D.Phil with Endre Süli (here's my thesis).

Research
These days I work mainly in mathematical finance, focussing on problems related to risk management and the pricing of exotic derivatives for energy markets. I am also interested in scientific computation and numerical analysis - in particular the numerical solution of partial differential equations.

Teaching
Currently I am teaching introductory calculus, and a graduate course on Monte Carlo methods for quantitative finance. In the winter of 2011 I taught AMAT 483, a course on computational methods in mathematical finance, and ACSC 539.04. Since 2007 I have been a visiting lecturer for Oxford University's part-time MSc programme in mathematical finance.

Administration
I am the director of the Mathematical and Computational Finance Laboratory, and until the summer of 2006 I was leader of the MITACS project `Modelling Trading and Risk in the Market.' I was also the local coordinator for the summer meeting of the Canadian Mathematical Society held in Calgary in June 2006.

Personal
I've been married to Deb since 1987, and we have two boys - Aidan and Matthaeus. We are members of St. James' Anglican Church. I play the guitar and have written some songs. I am a bit of a `soccer' fanatic, so (living a long way away from Manchester as I do) it is natural that I should be a bit of a fan of the Red Devils.