Manuel Morales, Ph.D.
25 février - Frédéric Godin
International Exchange ProgramStudy Abroad
International StudentsStudy at UdeM
Research at DMSInsurance and Finance
MITACS Seminar in Montreal
Research AbroadList of Univeristies
JournalsInsurance: Mathematics and Economics
North American Actuarial Journal
Scandinavian Actuarial Journal
Finance and Stochastics
Mathematical and Financial Economics
LinksISM Research Group in Finance and Insurance
Centre de Recherches Mathématiques
Regime-switching GARCH Models and Investment Guarantees.
Zyed Ben Salah:
First-passage time problems for Markov Additive Processes and Applications.
Symmetry Methods for Financial PDE's
Ruin Related Quantities for Multivariate Risk Models.
Markov Additive Processes and Applications in Finance.
Yet to be determined.
Maximum-likelihood estimation for nested Archimedean copulas
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.
My research has been funded by: