Title: On time-varying volatility and financial derivatives

Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting

Title: Valuing financial derivatives under Lévy processes

Title: Dynamic programming and parallel computing for valuing two-dimensional financial derivatives

Bouchra Nasri, candidate proposed by Bruno Rémillard, will receive a half-fellowship of $22,500.

Debbie Dupuis, Department of Decision Sciences, HEC Montréal, from January 1, 2016 to December 31, 2016.

Gilbert Laporte, Department of Decision Sciences, HEC Montréal, from June 1, 2016 to December 31, 2016.

Bruno Rémillard, Department of Decision Sciences, HEC Montréal, from June 1, 2016 to May 31,2017.

Title: Modélisation de la liquidité et stratégies de couvertures

Bruno Rémillard, Full Professor at the Department of Management Sciences, and GERAD member, received the 2013 Roger Charbonneau Award for the book entitled Statistical Methods for Financial Engineering.

The professor Bruno Remillard (HEC Montréal) has published a new book entitled Statistical Methods for Financial Engineering, published by CRC Press.

Here is the list of our professors in sabbatical for the years 2009-2010:

Bruno Rémillard, full professor at the Department of Management Sciences, and GERAD member, received the 2007 Pierre Laurin Award.

We want to congradulate Bruno Rémillard, a full professor with the Department of Management Sciences, who has received the award for the best article of 2003 from The Canadian Journal of Statistics, for his article entitled Nonparametric weighted symmetry tests. In the article, co-authored with Belkacem Abdous of Université Laval and Kilani Ghoudi of the United Arab Emirates University, Mr. Rémillard presents the findings of two studies, one of which examines fluctuations in retail gas prices, used to statistically validate the weighted symmetry hypothesis.