Anatoliy SWISHCHUK

Department of Mathematics & Statistics, York University

**** ***** ******, *******, *******, Canada M3J 1P3

O ce: N637 Ross Building

E-mails: abppk3@r.postjobfree.com, abppk3@r.postjobfree.com

Tel: 416-***-**** ext 33779 (o ce)

Tel: 416-***-**** (home, after 7pm)

home page: www.math.yorku.ca/ aswishch

Education

Doctor of Phys. & Math. Sci. (1992, Doctorate, Institute of Mathe-

matics, National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine)

Ph.D. (1984, Institute of Mathematics, NASU, Kiev, Ukraine)

Master of Sci. (1979, Kiev State University, Faculty of Mathematics &

Mechanics, Theory Probability & Mathematical Statistics Department, Kiev,

Ukraine)

Work Experience

Course Director, Department of Mathematics & Statistics, York Univer-

sity, Toronto, ON, Canada (2003-present; courses taught: Statistics (math2560

F03), Individual Project (math4000 S03), Symbolic Computation Laboratory

I (math2041 F03), Symbolic Computation Laboratory II (math2042 W03,

math2042 W04))

Research Associate, Laboratory for Industrial & Applied Mathematics,

Department of Mathematics & Statistics, York University, Toronto, ON,

Canada (November 1, 2001-present; research: options pricing for nancial

markets with delays; continuous-time GARCH models with delays; stochas-

tic delay di erential equations with applications to nance and economics;

variance and volatility swaps for markets with stochastic volatility; stabil-

ity and approximations of biological systems in random media; stochastic

stability of stochastic epidemic models; stochastic SARS models)

Professor, Theory Probability & Mathematical Statistics Department, Fac-

ulty of Mathematics & Mechanics, Kiev National Taras Shevchenko Univer-

sity, Kiev, Ukraine (1998-2001; courses taught: stochastic models in nancial

and insurance mathematics; statistics; probability; stochastic calculus)

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Head of Mathematical Projects & Programs Department, Inter-

national Mathematical Center, NASU, Kiev, Ukraine (1996-2001; research:

Black-Scholes formulas for nancial markets in random media and with jumps;

stability and control of nancial and insurance models)

Deputy Scienti c Manager, International Mathematical Center, NASU,

Kiev, Ukraine (1992-1996; research: applications of random evolutions in

nancial and insurance mathematics)

Leading Scienti c Collaborator, Institute of Mathematics, NASU, Kiev,

Ukraine(1992-2000; research: applications of random evolutions)

Senior Scienti c Collaborator, Scienti c Collaborator, Junior Sci-

enti c Collaborator, Institute of Mathematics, NASU, Kiev, Ukraine (1984-

1992; research: limit theorems for random evolutions and their applications)

Research Interests:

nancial and insurance mathematics, biomathematics, stochastic processes,

statistics, probability

Participated Conferences:

Dynamics Day at Wilfrid Laurier University (WLU) (April 7, 2004, WLU,

Waterloo, Canada)

6th Annual Financial Econometrics Conference Estimation of Di usion

Processes in Finance (March 19, 2004, Centre for Advanced Studies in Fi-

nance, University of Waterloo, Waterloo, Canada:

http://arts.uwaterloo.ca/ACCT/ nance/fec6.htm)

6th Annual PIMS Industrial Problems Solving Workshop (May 27-31, 2002,

University of British Columbia, Vancouver, Canada, (Royal Bank of Canada

Financial Group s team; pricing of pseudo-variance, pseudo-covariance, pseudo-

volatility and pseudo-correlation swaps-in analytical close form;

http://www.pims.math.ca/publications/proceedings/ipsw6.pdf))

Talks on Seminars:

Finance Seminar (January, 2002, Algorithmics Inc., Toronto, Canada; Or-

ganizer: A. Kreinin)

Probability & Finance Seminar (April, 2002, Department of Mathematics

& Statistics, York University, Toronto, Canada; Organizers: T. Salisbury &

N. Madras)

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Industrial & Applied Mathematics Seminar (November, 2002, Department

of Mathematics & Statistics, York University, Toronto, Canada; Organizers:

J. Wu & D. Liang)

Department s Seminar (April 15, 2004, Department of Statistics, University

of Toronto, Toronto, Canada; Organizers: R. Almgren & S. Jaimungal))

Professional Services:

reviewer for the Mathematical Review (AMS), Providence, RI, USA;

reviewer for the Zentralblatt fur Mathematik, Karlsruhe, Germany

Puplications:

More than 100 publications, including 8 monographs

Computer Skills:

Maple, LaTEX, Excel, Matlab, UNIX, HTML, Microsoft PowerPoint, Mi-

crosoft Word

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