Don L McLeish

DON L. McLEISH is Professor of Statistics and Actuarial Science at the University of Waterloo. His research has focused on probability, statistical methods and models in general, and their application to financial data, including wide-tail alternatives to the normal distribution and the consequences for derivatives and asset pricing. He has contributed to the application of Monte Carlo techniques, variance reduction, and stochastic calculus to problems in finance, and is cofounder of the...See more