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