Samuel Hikspoors, PhD Candidate

Department of Statistics, University of Toronto

Publications and Working Papers:

• Unspanned SV: A Fwd Price Approach to Energy Derivatives Valuation {PDF} 

    S.Hikspoors & S.Jaimungal [working paper, University of Toronto, 2008]

• Asymptotic Pricing of Commodity Derivatives for SV Models {PDF}

   S.Hikspoors & S.Jaimungal  [Applied Math Finance, to appear 2008]

• Energy Spot Price Models and Spread Options Pricing {PDF}

    S.Hikspoors & S.Jaimungal [IJTAF, Vol.10, Nov.2007, pp.1111-1135]  

• Master's Thesis: Mean Curvature Flow of Hypersurfaces {PDF}

    Supervisors: J.Chen & J.Bryan, UBC, Math. Department, 2004.

Please feel free to contact me at:

[samuel.hikspoors@utoronto.ca]

"The sciences do not try to explain, they hardly even try to interpret, they mainly make models. By a model is meant a mathematical construct which, with the addition of certain verbal interpretations, describes observed phenomena. The justification of such a mathematical construct is solely and precisely that it is expected to work."      -- John Von Neumann