Robert J. Elliott  DSc , PhD , MA BA
RBC Financial Group Professor  of Finance

Mailing Address Haskayne School of Business,
of Calgary
Calgary, Alberta, Canada, T2N 1N4
Office Room #154 Scurfield Hall
Phone 403-220-5540
Fax 403-770-8104
Education BA (Oxford University)
MA (Oxford University)
PhD (Cambridge University)
ScD (Cambridge University)
Area of Specialization My recent work concerns stochastic processes and their applications in finance and engineering. In finance my current areas of interest include American options, term structure, the estimation of volatility and value at risk. In electrical engineering one is concerned with the optimal estimation of signals observed in noise. Applications of stochastic calculus and hidden Markov models gives rise to filters, smoothers and predictors.
Curriculum Vitae
HSB Finance Faculty
Department of Finance