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Tom McCurdy

Home > Meet our Faculty > Faculty bios > 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.

Other Info

http://www-2.rotman.utoronto.ca/~tmccurdy

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

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.

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

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,

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