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Tom McCurdy

Tom McCurdy

    Tom McCurdy

    Professor of Finance;
    Bonham Chair in International Finance;
    Founder and Academic Director, BMO Financial Group Finance Research & Trading Lab;
    Status cross-appointment with Economics

    Degrees: PhD, University of London (LSE)
    MA, University of British Columbia
    BA (Hons), University of Guelph
    Email: Send an email to Tom McCurdy

    Bio

    Tom McCurdy holds the Bonham Chair in International Finance and is a Professor of Finance at Rotman (with a status cross-appointment to the Department of Economics). He is the Founder & Academic Director of the BMO Financial Group Finance Research and Trading Lab, and has been an Associate Fellow at the CIRANO Research Institute (Montreal), and an Associate Editor for the Journal of Financial Econometrics. Recent research includes forecasting correlations; real-time identification of structural breaks and model changes; jump and crash risk; and simulation-based learning. Tom is the co-founder of the RIT market simulator package which includes more than 40 simulation cases which are currently being used by many universities around the globe. He teaches in the MBA, Master of Finance, Masters of Mathematical Finance, Master of Financial Risk Management and Commerce Programs. Explore more of Tom’s research and teaching interests.

    Academic Positions

    1980-1996  Professor; Queen's University
    1999-present  Founder & Academic Director, BMO Financial Group Finance Research and Trading Lab; Rotman School of Management
    1996-present  Professor of Finance; Rotman School of Management
    2002-present  Bonham Chair in International Finance; Rotman School of Management

    Selected Publications - Papers

    Academic / Professional Service

      Associate Editor; Journal of Financial Econometrics
      Steering Committee; Mathematical Finance Symposia, Fields Institute
      Extensive refereeing for thirty different international academic journals and granting agencies

    Honors and Awards

      Parliamentary Internship Fellowship; Canadian Political Science Association and House of Commons, Ottawa
      Research Prize for best paper; Northern Finance Association Meetings
      Roger Martin Award for Teaching Excellence; Rotman School of Management

    Research and Teaching Interests

    Teaches courses in Risk Modeling and Financial Trading Strategies, Forecasting Risks and Opportunities for Financial Securities, and Probabilistic Modeling for Risk-Informed Decisions. Recent research includes forecasting correlations; real-time identification of structural breaks and model changes; jump and crash risk; and simulation-based learning.  

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