Group for Research in Decision Analysis

Saad Serghini Idrissi, the 300th PhD graduate at HEC Montreal

On November 1st, Saad Serghini Idrissi, co-supervised by Michèle Breton and Javier de Frutos, became the 300th PhD student of HEC Montréal to successfully present his thesis in front of a jury.

His thesis entitled Une approche pour l'évaluation de dérivés financiers de type bermudien suggests a general and flexible evaluation method for financial products, using dynamic programming coupled with the Clenshaw-Curtis quadrature.

Read the entire article on HEC Montréal.

edited Apr 29, 2014 10:41 AM