Cahiers du GERAD
Mar 2019
Bruno Rémillard and Jean Vaillancourt
G-2019-23
Publications
Nov 2018
Massimo Caccia and Bruno Rémillard
Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference, World Scientific Publishing Company, 313–348, 2018
BibTeX reference
Nov 2018
Bruno Rémillard, Bouchra Nasri, and Malek Ben-Abdellatif
Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference, World Scientific Publishing Company, 421–448, 2018
BibTeX reference
Oct 2018
Bruno Rémillard and Jean Vaillancourt
Fluctuation and Noise Letters, 18(1), 2018
BibTeX reference
News
Nov 1, 2018
Title: On time-varying volatility and financial derivatives
Mar 14, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Apr 4, 2017
Title: Valuing financial derivatives under Lévy processes
Events
11:00 AM–12:00 PMAug 27, 2018 11:00 AM
GERAD seminar
Anatoliy Swishchuk – University of Calgary, Canada
Anatoliy Swishchuk – University of Calgary, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:00 PM–04:00 PMApr 3, 2018 03:00 PM
GERAD seminar
Kilani Ghoudi – United Arab Emirates University, United Arab Emirates
Kilani Ghoudi – United Arab Emirates University, United Arab Emirates
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMFeb 27, 2018 03:30 PM
“Meet a GERAD researcher!” seminar
Bouchra Nasri – HEC Montréal, Canada
Bouchra Nasri – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus