Abel Cadenillas

Professor, University of Alberta

Abel Cadenillas is Professor in the Department of Mathematical and Statistical Sciences of the University of Alberta. He is also World Class University Distinguished Professor of Financial Engineering (awarded by the Ministry of Education, Science and Technology of South Korea). He received his PhD from Columbia University in October 1992, and was the Rosenbaum Visiting Fellow for the program in Financial Mathematics organized by the Isaac Newton Institute for Mathematical Sciences in Cambridge in 1995, Humboldt Research Fellow at Humboldt University in Berlin during 2001-2002, and Visiting Professor of Information, Operations and Management Sciences at the Stern School of Business, New York University during 2008-2009. His work has been published in the Journal of Economic Theory, Journal of Financial Economics, Mathematical Finance, Operations Research, Insurance: Mathematics and Economics, SIAM Journal on Control and Optimization, and other top journals. His research has been supported by the Social Sciences and Humanities Research Council of Canada, the Natural Sciences and Engineering Research Council of Canada, and the World Class University program of South Korea.

Research interests:
Business Cycles, Financial Crises, Mathematical Finance, Mathematical Economics, Macroeconomics, Microeconomics, Corporate Finance, Asset Pricing, Management Sciences, Operations Research, Stochastic Control, Applied Probability.


Contact information:
Department of Mathematical and Statistical Sciences University of Alberta Edmonton, Alberta T6G 2G1 Canada
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