Kenneth Vetzal is an Associate Professor of Finance with the School of Accounting and Finance at the University of Waterloo. He holds an M.A. in economics and a Ph.D. in Finance from the University of Toronto.
He has published numerous papers on topics related to the numerical valuation and hedging of complex equity derivatives, the term structure of interest rates, and various option features embedded in insurance contracts. He is currently an Associate Editor for the Journal of Computational Finance.