Tony Ware

Table of Contents

Tel: +1 403 220 7200
Fax: +1 403 282 5150
Room: MS 458
Math. Sci. Building
2500 University Drive NW
Calgary, Alberta
Canada. T2N 1N4

I am a 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 Numerical Analysis Group at Oxford University where I completed my D.Phil with Endre Süli (here's my thesis).


My background is in scientific computation and numerical analysis - in particular the numerical solution of partial differential equations.

These days I work mainly in mathematical finance, focussing on problems related to risk management and valuation of energy assets. I have active projects in wind speed modelling, the management of hydro power assets, applications of polynomial processes to energy prices, portfolio optimization, high dimensional option valuation, and more.

Here is a link to my google scholar profile with some recent publications.


I currently supervise six graduate students at the University of Calgary. Over the years, I have supervised five PhD students and 15 thesis-based MSc students to graduation, almost all of whom are now working either in academia, in banking or in the energy market sector.


In the 2016 fall semester I am teaching a ACSC 515, a course on mathematical finance for students in our actuarial science programme. Some other courses I've taught in recent years include AMAT 415, AMAT 481, ACSC 539.4, AMAT 583/683, MATH 275, AMAT 677.

I am a visiting lecturer for Oxford University's Mathematical and Computational Finance Programmes (since 2007), and at the University of Verona (since 2013), giving short courses on energy market modelling.

I have also given industry courses on Monte Carlo methods for quantitative finance under the auspices of PIMS.



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 perhaps natural that I should be a bit of a fan of the Red Devils.

Author: Tony Ware

Created: 2016-10-05 Wed 15:35

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