Fields-Mitacs Actuarial Science & Mathematical finance seminar series

2010 - 2011

Tony Ware (Department of Mathematics and Statistics, University of Calgary) Accurate semi-Lagrangian time stepping for gas storage problems Slides - Video

Bruno Rémillard (Department of Management Sciences, HEC Montreal) Optimal hedging in discrete and continuous time Slides - Video

Pascale Valery - (Department of Finance, HEC Montreal) Wald-type tests when rank conditions fail: a smooth regularization approach Slides

Carole Bernard -(Department of Statistics and Actuarial Science, University of Waterloo) Explicit Representation of Cost-Efficient Strategies: Suboptimality of path-dependent strategies Slides - Video

Joseph H. T. Kim - (Department of Statistics and Actuarial Science, Waterloo University) Measuring and Managing Systemic Risk Slides - Video