Professor Marcos Escobar-Anel, Department of Statistical and Actuarial Sciences, Western University, leads research in stochastic processes, multivariate stochastic covariance, first passage time, financial mathematics, and GARCH models. His work studies pricing exotic products, dynamic portfolio optimization, and statistical models for financial risk, linking probability theory with practical market applications. His research mission is to build mathematically rigorous tools for understanding uncertainty, pricing, and decision-making in complex financial systems. He supervises doctoral and master’s students actively and earned his highest degree in Mathematics from the University of Toronto.