David Saunders
Associate Professor
Cheriton School of Computer Science
University of Waterloo
Canada
Biography
Dr. David Saunders is an Associate Professor in the Cheriton School of Computer Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr. David Saunders Research interests include Statistics and Actuarial Science, Mathematical Finance and Stochastic Optimization.
Publications
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Rosen D, Saunders D. Valuing CDOs of bespoke portfolios with implied multi-factor models. The Journal of Credit Risk. 2009 Oct 1;5(3):3.
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Cespedes JC, de Juan Herrero JA, Rosen D, Saunders D. Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II. The Journal of Risk Model Validation. 2010 Apr 1;4(1):71.
