Peter Forsyth

Peter Forsyth - University of Waterloo

Peter is former Editor-in-Chief of The Journal of Computational Finance. Peter obtained an MSc from the Australian National University in 1977, and a PhD from the University of Western Ontario in 1979. He was a Senior Simulation Scientist at the Computer Modelling Group (CMG) in Calgary, where he developed petroleum reservoir simulation software. After leaving CMG, Peter was the founding President of software startup Dynamic Reservoir Systems (DRS), also in Calgary. DRS produced reservoir simulation software for PC's, using the then enormous amount of memory available (640K). DRS had three employees: a president and two vice-presidents. After selling out his shares in DRS (now owned by Duke) in 1987, Peter joined the University of Waterloo, where he is now a Professor in the Cheriton School of Computer Science. Peter's current research focuses on Computational Finance. He is also a member of the Editorial Board of Applied Mathematical Finance.