Tuesday 27th of September 2016
Manuel Morales, Ph.D.
Associate Professor

Upcoming
Mini-seminars

25 février - Frédéric Godin





International Exchange Program

Study Abroad
Mobility Scholarship


International Students

Study at UdeM
Scholarships


Research at DMS

Insurance and Finance
MITACS Seminar in Montreal


Research Abroad

List of Univeristies


Journals

Insurance: Mathematics and Economics
North American Actuarial Journal
Scandinavian Actuarial Journal
ASTIN Buletin
Finance and Stochastics
Mathematical Finance
Mathematical and Financial Economics


Links

ISM Research Group in Finance and Insurance
Centre de Recherches Mathématiques
NSERC
FQRNT
MITACS

Current Students

These are my students currently doing research and some of their research interests:

PH.D.
Maciej Augustyniak:
Regime-switching GARCH Models and Investment Guarantees.
Zyed Ben Salah:
First-passage time problems for Markov Additive Processes and Applications.
Raymond Elmahdaoui:
Symmetry Methods for Financial PDE's
Ionica Groparu:
Ruin Related Quantities for Multivariate Risk Models.
Romuald Momeya:
Markov Additive Processes and Applications in Finance.
Hassan Omidi:
Yet to be determined.


M.SC.
David Pham:
Maximum-likelihood estimation for nested Archimedean copulas


Previous Students

These are some of my previous students who have already graduated and their current positions:

Hirbod Assa, Ph.D.
Generalized Risk Measures and Optimization Problems in Economics and Finance.
Louis-Philippe Joly, M.Sc. (currently a Ph.D. student at HEC Montreal).
Weak Convergence of Discrete Models to a Generalized Hyperbolic Levy Process: Applications in Finance.
Rabï Ibrahim, M.Sc. (currently at Buck Consultants)
Empirical Studies of Risk Measures Associated with the Gerber-Shiu Function.
Kurt Thomsen, M.Sc. (currently at National Bank of Canada)
Simulation and other Numerical Aspects of Option Pricing under Exponential Levy Models.
Frédéric Godin (currently a Ph.D. student at HEC Montreal)
Carbon Emissions Derivatives Market.


Mini-seminar

Since 2009, we run a mini-seminar on a regular basis. Each student has the opportunity to report on the progress made in their research and receive feedback from the other fellow students. This series of internal seminars encourages scientific discussion and collaboration among the participants.

More on Mini-Seminar






My research has been funded by: